+72.3%
XLC vs AEIS
+173.5%
-101.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.8% |
| 7D | +0.6% | +8.1% | -7.6% | -0.4% |
| 30D | +0.2% | -11.1% | +11.4% | +1.5% |
| 3M | +0.6% | -5.6% | +6.3% | -0.3% |
| 6M | -4.5% | -0.6% | -3.9% | -7.3% |
| YTD | -4.7% | +38.0% | -42.7% | -14.3% |
| 1Y | -1.7% | +87.2% | -88.9% | -18.4% |
| 3Y | +72.3% | +179.7% | -107.4% | +25.6% |
| All | +72.3% | +173.5% | -101.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling