+141.3%
XLC vs AEIS
+366.5%
-225.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +0.2% | -16.4% | +16.6% | +4.0% |
| 3M | +0.7% | -11.1% | +11.8% | +0.8% |
| 6M | -4.5% | -12.0% | +7.6% | -5.6% |
| YTD | -4.7% | +30.9% | -35.6% | -16.5% |
| 1Y | -1.5% | +74.3% | -75.8% | -21.3% |
| 3Y | +72.2% | +165.2% | -92.9% | +16.6% |
| 5Y | +39.3% | +220.0% | -180.7% | -12.9% |
| All | +141.3% | +366.5% | -225.2% | +14.9% |
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