+448.5%
XYL vs AEE
+493.0%
-44.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.8% |
| 7D | +1.8% | +0.6% | +1.2% | +1.5% |
| 30D | -9.2% | -1.9% | -7.3% | -8.5% |
| 3M | -0.3% | +0.3% | -0.6% | -0.5% |
| 6M | -11.0% | -3.0% | -8.0% | -10.1% |
| YTD | -19.2% | +8.4% | -27.6% | -22.4% |
| 1Y | -21.2% | +9.8% | -31.0% | -24.8% |
| 3Y | +18.6% | +47.4% | -28.8% | -2.2% |
| 5Y | -14.3% | +38.9% | -53.2% | -27.5% |
| 10Y | +141.0% | +183.7% | -42.7% | +61.2% |
| All | +448.5% | +493.0% | -44.5% | +184.6% |
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