+548.2%
XRT vs AEE
+404.3%
+143.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | +9.8% | +9.7% | 0.0% | +5.4% |
| 3M | +3.3% | +5.8% | -2.5% | +0.7% |
| 6M | +13.6% | +4.5% | +9.1% | +11.1% |
| YTD | +9.1% | +15.8% | -6.8% | +1.5% |
| 1Y | +15.1% | +10.8% | +4.3% | +9.2% |
| 3Y | +59.9% | +62.8% | -2.8% | +25.2% |
| 5Y | -1.7% | +56.1% | -57.8% | -22.8% |
| 10Y | +141.1% | +216.4% | -75.3% | +24.5% |
| All | +548.2% | +404.3% | +143.8% | +142.9% |
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