+36.5%
XLB vs AEIS
+228.8%
-192.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.6% |
| 7D | -0.2% | +8.1% | -8.4% | -2.0% |
| 30D | -1.7% | -11.1% | +9.4% | +0.4% |
| 3M | +4.4% | -5.6% | +10.0% | +3.3% |
| 6M | +5.0% | -0.6% | +5.7% | +1.1% |
| YTD | +15.5% | +38.0% | -22.6% | +1.0% |
| 1Y | +14.9% | +87.2% | -72.3% | -9.0% |
| 3Y | +34.5% | +179.7% | -145.2% | -10.1% |
| 5Y | +36.5% | +241.7% | -205.2% | -18.7% |
| All | +36.5% | +228.8% | -192.3% | -18.7% |
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 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