+832.0%
XLB vs AEIS
+1,031.3%
-199.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +0.5% | -6.9% | +7.4% | +1.3% |
| 30D | +6.9% | -23.2% | +30.1% | +11.0% |
| 3M | -0.2% | -29.5% | +29.3% | +4.6% |
| 6M | +3.3% | -37.9% | +41.2% | +9.1% |
| YTD | +18.0% | +6.0% | +12.0% | +12.0% |
| 1Y | +24.2% | +1.2% | +23.0% | +18.6% |
| 3Y | +44.7% | +150.0% | -105.2% | +14.3% |
| 5Y | +31.6% | +141.9% | -110.3% | +3.1% |
| 10Y | +164.2% | +356.2% | -191.9% | +75.9% |
| All | +832.0% | +1,031.3% | -199.3% | +286.7% |
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 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