+536.2%
XRT vs AEE
+405.4%
+130.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | -0.4% | +0.6% | -1.1% | -0.7% |
| 30D | +7.5% | +8.8% | -1.3% | +3.6% |
| 3M | +2.3% | +5.1% | -2.7% | +0.1% |
| 6M | +12.8% | +5.2% | +7.7% | +10.0% |
| YTD | +7.1% | +16.1% | -9.0% | -0.5% |
| 1Y | +12.3% | +10.4% | +1.8% | +6.7% |
| 3Y | +57.0% | +63.1% | -6.1% | +22.7% |
| 5Y | -4.3% | +55.6% | -59.9% | -24.7% |
| 10Y | +136.7% | +217.1% | -80.4% | +22.1% |
| All | +536.2% | +405.4% | +130.8% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling