+551.6%
AEIS vs XPO
+1,516.3%
-964.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +2.3% | -5.7% | +7.9% | +4.8% |
| 30D | -14.8% | -12.8% | -2.0% | -9.5% |
| 3M | -15.6% | -20.0% | +4.4% | -7.1% |
| 6M | -8.7% | -6.0% | -2.7% | -6.5% |
| YTD | +37.3% | +34.0% | +3.3% | +20.7% |
| 1Y | +80.3% | +35.6% | +44.8% | +55.7% |
| 3Y | +177.9% | +152.3% | +25.7% | +71.9% |
| 5Y | +235.8% | +264.4% | -28.5% | +64.2% |
| All | +551.6% | +1,516.3% | -964.7% | +86.9% |
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