+233.4%
XHB vs AEIS
+332.3%
-98.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +2.0% |
| 7D | -0.2% | +11.5% | -11.7% | -3.8% |
| 30D | +9.9% | -15.8% | +25.7% | +13.7% |
| 3M | -6.3% | -33.3% | +27.0% | +3.6% |
| 6M | +3.8% | -35.2% | +39.0% | +12.7% |
| YTD | +0.1% | +5.0% | -4.9% | -10.4% |
| 1Y | -0.8% | +8.5% | -9.3% | -12.5% |
| 3Y | +35.6% | +152.9% | -117.3% | -17.0% |
| 5Y | +29.6% | +144.6% | -115.1% | -21.4% |
| All | +233.4% | +332.3% | -98.9% | +39.5% |
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