+136.0%
XLC vs AEIS
+274.4%
-138.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.0% | +1.9% |
| 7D | +3.7% | +11.5% | -7.8% | +1.1% |
| 30D | -1.9% | -15.8% | +13.8% | +0.8% |
| 3M | -3.1% | -33.3% | +30.2% | +4.1% |
| 6M | -6.4% | -35.2% | +28.8% | -1.2% |
| YTD | -6.8% | +5.0% | -11.9% | -15.6% |
| 1Y | -1.7% | +8.5% | -10.2% | -11.9% |
| 3Y | +64.7% | +152.9% | -88.2% | +9.6% |
| 5Y | +41.1% | +144.6% | -103.5% | -7.5% |
| All | +136.0% | +274.4% | -138.3% | +16.1% |
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