+142.5%
XLC vs AEIS
+378.7%
-236.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.8% |
| 7D | -0.8% | +3.0% | -3.8% | -1.6% |
| 30D | +1.0% | -14.6% | +15.7% | +4.3% |
| 3M | -0.7% | -12.4% | +11.7% | -0.3% |
| 6M | -5.1% | -15.0% | +9.8% | -5.4% |
| YTD | -4.3% | +34.3% | -38.6% | -16.6% |
| 1Y | -0.6% | +87.4% | -87.9% | -22.1% |
| 3Y | +72.7% | +139.8% | -67.1% | +20.6% |
| 5Y | +38.0% | +220.7% | -182.7% | -13.7% |
| All | +142.5% | +378.7% | -236.2% | +14.8% |
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