-61.6%
XYZ vs AEE
+58.9%
-120.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.2% |
| 7D | +14.9% | +2.3% | +12.6% | +14.0% |
| 30D | +14.7% | +11.6% | +3.1% | +10.2% |
| 3M | +12.1% | +5.5% | +6.6% | +9.9% |
| 6M | +18.3% | +6.0% | +12.3% | +15.3% |
| YTD | +36.1% | +16.6% | +19.5% | +26.4% |
| 1Y | +35.3% | +12.1% | +23.3% | +28.0% |
| 3Y | +73.5% | +64.2% | +9.3% | +29.4% |
| 5Y | -61.6% | +59.1% | -120.7% | -70.9% |
| All | -61.6% | +58.9% | -120.6% | -70.9% |
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 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