+37.8%
XLC vs AEIS
+228.8%
-191.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -1.0% |
| 7D | +0.6% | +8.1% | -7.6% | -1.1% |
| 30D | +0.2% | -11.1% | +11.4% | +2.3% |
| 3M | +0.6% | -5.6% | +6.3% | -0.7% |
| 6M | -4.5% | -0.6% | -3.9% | -8.6% |
| YTD | -4.7% | +38.0% | -42.7% | -18.1% |
| 1Y | -1.7% | +87.2% | -88.9% | -24.1% |
| 3Y | +72.3% | +179.7% | -107.4% | +10.0% |
| 5Y | +37.8% | +241.7% | -204.0% | -23.3% |
| All | +37.8% | +228.8% | -191.1% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling