+1,187.9%
AEIS vs XPO
+10,316.6%
-9,128.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.5% |
| 7D | +3.0% | +2.4% | +0.6% | +2.4% |
| 30D | -14.6% | -3.5% | -11.1% | -13.9% |
| 3M | -12.4% | -11.9% | -0.5% | -9.9% |
| 6M | -15.0% | -10.0% | -5.0% | -13.0% |
| YTD | +34.3% | +42.1% | -7.8% | +25.0% |
| 1Y | +87.4% | +47.6% | +39.8% | +72.1% |
| 3Y | +139.8% | +153.6% | -13.8% | +94.1% |
| 5Y | +220.7% | +266.5% | -45.8% | +136.2% |
| 10Y | +531.6% | +1,460.4% | -928.9% | +272.8% |
| All | +1,187.9% | +10,316.6% | -9,128.7% | +506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling