+823.0%
XLB vs AEIS
+1,067.4%
-244.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | 0.0% | +23.2% | -23.2% | -3.7% |
| 30D | +5.3% | -17.0% | +22.3% | +7.8% |
| 3M | 0.0% | -32.2% | +32.2% | +5.5% |
| 6M | +1.2% | -32.6% | +33.8% | +5.3% |
| YTD | +16.9% | +9.4% | +7.5% | +10.2% |
| 1Y | +20.9% | +7.7% | +13.2% | +14.2% |
| 3Y | +43.3% | +157.9% | -114.6% | +12.5% |
| 5Y | +28.3% | +154.8% | -126.5% | -0.4% |
| 10Y | +165.3% | +355.2% | -189.9% | +76.6% |
| All | +823.0% | +1,067.4% | -244.4% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling