-2.5%
XRT vs AEE
+9.0%
-11.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -6.7% | -2.0% | -4.7% | -6.5% |
| 3M | -1.4% | -2.8% | +1.4% | -1.0% |
| 6M | +1.7% | -3.6% | +5.3% | +2.2% |
| YTD | -1.5% | +7.3% | -8.8% | -2.0% |
| 1Y | -2.5% | +8.7% | -11.2% | -2.5% |
| All | -2.5% | +9.0% | -11.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling