-0.7%
XRT vs AEE
+43.4%
-44.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.4% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | -5.6% | -1.2% | -4.4% | -5.3% |
| 3M | +2.5% | +1.0% | +1.5% | +2.1% |
| 6M | +3.7% | -2.3% | +5.9% | +4.1% |
| YTD | +1.0% | +9.1% | -8.2% | -2.1% |
| 1Y | -1.2% | +10.6% | -11.8% | -4.8% |
| 3Y | +43.4% | +48.5% | -5.1% | +23.4% |
| 5Y | -0.7% | +39.9% | -40.6% | -13.3% |
| All | -0.7% | +43.4% | -44.1% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling