+163.9%
XLE vs AEIS
+347.9%
-184.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -6.7% | -6.9% | +0.2% | -5.5% |
| 30D | -4.4% | -23.2% | +18.8% | +0.5% |
| 3M | +4.0% | -29.5% | +33.5% | +10.6% |
| 6M | +13.2% | -37.9% | +51.1% | +21.1% |
| YTD | +41.9% | +6.0% | +35.9% | +27.8% |
| 1Y | +41.6% | +1.2% | +40.4% | +28.8% |
| 3Y | +64.0% | +150.0% | -86.0% | +7.6% |
| 5Y | +158.1% | +141.9% | +16.2% | +63.6% |
| 10Y | +163.9% | +356.2% | -192.2% | +31.3% |
| All | +163.9% | +347.9% | -184.0% | +31.3% |
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 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