+19.9%
XBI vs AEIS
+232.6%
-212.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -2.0% |
| 7D | -4.6% | +2.3% | -6.9% | -5.4% |
| 30D | -2.0% | -14.8% | +12.8% | +2.5% |
| 3M | +17.8% | -15.6% | +33.4% | +20.7% |
| 6M | +23.7% | -8.7% | +32.4% | +20.5% |
| YTD | +28.2% | +37.3% | -9.1% | +4.6% |
| 1Y | +64.0% | +80.3% | -16.4% | +17.3% |
| 3Y | +99.4% | +177.9% | -78.5% | +9.9% |
| All | +19.9% | +232.6% | -212.7% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling