-65.6%
XE vs AEIS
-45.4%
-20.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -11.1% | +2.7% | -3.5% |
| 7D | -12.9% | -12.7% | -0.2% | -7.6% |
| 30D | -30.3% | -28.8% | -1.4% | -19.7% |
| 3M | -45.9% | -38.0% | -7.9% | -34.5% |
| 6M | -66.2% | -45.3% | -20.9% | -56.9% |
| All | -65.6% | -45.4% | -20.2% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling