+554.8%
XYZ vs AEE
+262.2%
+292.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | +12.6% | +3.0% | +9.6% | +11.3% |
| 30D | +10.8% | +11.2% | -0.4% | +5.7% |
| 3M | +8.4% | +7.0% | +1.4% | +5.1% |
| 6M | +14.3% | +5.7% | +8.6% | +10.9% |
| YTD | +31.5% | +16.2% | +15.2% | +21.1% |
| 1Y | +28.1% | +12.0% | +16.1% | +20.1% |
| 3Y | +66.2% | +63.4% | +2.8% | +25.5% |
| 5Y | -62.3% | +56.0% | -118.4% | -70.9% |
| 10Y | +634.6% | +217.4% | +417.2% | +349.0% |
| All | +554.8% | +262.2% | +292.6% | +304.6% |
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