+87.4%
AEIS vs XPO
+53.4%
+33.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +0.4% |
| 7D | +3.0% | +2.4% | +0.6% | +1.9% |
| 30D | -14.6% | -3.5% | -11.1% | -13.0% |
| 3M | -12.4% | -11.9% | -0.5% | -7.8% |
| 6M | -15.0% | -10.0% | -5.0% | -12.1% |
| YTD | +34.3% | +42.1% | -7.8% | +25.1% |
| 1Y | +87.4% | +47.6% | +39.8% | +75.1% |
| All | +87.4% | +53.4% | +33.9% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling