+181.3%
XLE vs AEIS
+545.5%
-364.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +0.3% | +6.5% | -6.1% | -1.2% |
| 30D | +8.5% | -9.2% | +17.7% | +10.5% |
| 3M | +14.6% | -8.3% | +23.0% | +13.9% |
| 6M | +17.6% | -6.3% | +23.9% | +13.9% |
| YTD | +48.1% | +36.5% | +11.6% | +27.7% |
| 1Y | +53.8% | +84.8% | -31.0% | +19.8% |
| 3Y | +56.2% | +176.6% | -120.4% | +2.9% |
| 5Y | +227.7% | +237.1% | -9.4% | +93.5% |
| 10Y | +181.3% | +554.7% | -373.4% | +23.0% |
| All | +181.3% | +545.5% | -364.2% | +23.0% |
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