-32.7%
XYL vs AEE
+13.9%
-46.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.2% | +2.4% | +7.9% | +9.4% |
| 30D | -4.3% | +10.9% | -15.3% | -7.3% |
| 3M | -17.8% | +4.3% | -22.1% | -19.1% |
| 6M | -13.4% | +2.5% | -15.9% | -14.5% |
| YTD | -25.7% | +15.3% | -41.1% | -28.3% |
| 1Y | -32.7% | +14.6% | -47.2% | -34.9% |
| All | -32.7% | +13.9% | -46.6% | -34.9% |
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 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