-22.6%
XYL vs AEE
+56.4%
-79.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.7% | +1.7% | -5.4% | -4.4% |
| 30D | -8.3% | +9.7% | -18.1% | -11.9% |
| 3M | -21.4% | +5.9% | -27.4% | -23.4% |
| 6M | -12.9% | +6.7% | -19.6% | -15.6% |
| YTD | -30.1% | +17.4% | -47.4% | -35.2% |
| 1Y | -35.2% | +12.7% | -47.8% | -38.8% |
| 3Y | -0.8% | +68.2% | -69.0% | -24.2% |
| All | -22.6% | +56.4% | -79.0% | -37.7% |
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