+164.5%
XLB vs AEIS
+545.5%
-381.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -2.9% | +6.5% | -9.4% | -4.5% |
| 30D | -3.4% | -9.2% | +5.8% | -1.5% |
| 3M | +1.6% | -8.3% | +9.9% | +1.3% |
| 6M | +3.6% | -6.3% | +10.0% | +1.3% |
| YTD | +14.2% | +36.5% | -22.3% | -0.3% |
| 1Y | +15.6% | +84.8% | -69.2% | -8.6% |
| 3Y | +33.1% | +176.6% | -143.5% | -10.2% |
| 5Y | +35.1% | +237.1% | -202.0% | -16.5% |
| 10Y | +164.5% | +554.7% | -390.1% | +18.5% |
| All | +164.5% | +545.5% | -381.0% | +18.5% |
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