+448.5%
XYL vs AEE
+497.2%
-48.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.5% |
| 7D | +1.8% | +1.3% | +0.5% | +1.2% |
| 30D | -9.2% | -1.2% | -8.0% | -8.8% |
| 3M | -0.3% | +1.0% | -1.3% | -0.8% |
| 6M | -11.0% | -2.3% | -8.7% | -10.4% |
| YTD | -19.2% | +9.1% | -28.3% | -22.6% |
| 1Y | -21.2% | +10.6% | -31.8% | -25.1% |
| 3Y | +18.6% | +48.5% | -29.9% | -2.5% |
| 5Y | -14.3% | +39.9% | -54.2% | -27.7% |
| 10Y | +141.0% | +185.7% | -44.7% | +60.8% |
| All | +448.5% | +497.2% | -48.7% | +183.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling