+335.2%
AEIS vs XPO
+1,266.4%
-931.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.9% |
| 7D | +11.5% | +9.0% | +2.5% | +7.6% |
| 30D | -15.8% | +4.2% | -19.9% | -17.1% |
| 3M | -33.3% | -8.7% | -24.7% | -30.5% |
| 6M | -35.2% | -2.8% | -32.4% | -34.3% |
| YTD | +5.0% | +41.9% | -36.8% | -9.9% |
| 1Y | +8.5% | +42.3% | -33.9% | -7.5% |
| 3Y | +152.9% | +127.3% | +25.6% | +64.9% |
| 5Y | +144.6% | +306.4% | -161.8% | +13.8% |
| All | +335.2% | +1,266.4% | -931.2% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling