+31.8%
XHB vs AEIS
+219.6%
-187.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.0% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -12.1% | -16.4% | +4.3% | -7.4% |
| 3M | -6.2% | -11.1% | +4.9% | -5.6% |
| 6M | -6.7% | -12.0% | +5.3% | -7.3% |
| YTD | -5.5% | +30.9% | -36.3% | -20.5% |
| 1Y | -15.6% | +74.3% | -90.0% | -38.2% |
| 3Y | +22.0% | +165.2% | -143.2% | -29.9% |
| 5Y | +31.8% | +220.0% | -188.2% | -34.8% |
| All | +31.8% | +219.6% | -187.7% | -34.8% |
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