+208.9%
XHB vs AEIS
+562.2%
-353.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | 0.0% |
| 7D | -4.6% | +2.3% | -6.9% | -5.4% |
| 30D | -9.1% | -14.8% | +5.7% | -4.8% |
| 3M | -8.6% | -15.6% | +7.0% | -6.0% |
| 6M | -4.0% | -8.7% | +4.7% | -5.4% |
| YTD | -3.9% | +37.3% | -41.3% | -19.0% |
| 1Y | -16.5% | +80.3% | -96.8% | -37.2% |
| 3Y | +22.6% | +177.9% | -155.4% | -24.7% |
| 5Y | +33.9% | +235.8% | -201.9% | -24.9% |
| All | +208.9% | +562.2% | -353.4% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling