+218.0%
XLE vs AEIS
+219.5%
-1.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.2% |
| 7D | +2.2% | +3.0% | -0.8% | +1.8% |
| 30D | +11.8% | -14.6% | +26.4% | +13.7% |
| 3M | +9.8% | -12.4% | +22.3% | +10.1% |
| 6M | +15.6% | -15.0% | +30.5% | +15.0% |
| YTD | +45.3% | +34.3% | +11.0% | +31.9% |
| 1Y | +48.3% | +87.4% | -39.1% | +24.5% |
| 3Y | +55.4% | +139.8% | -84.3% | +19.5% |
| All | +218.0% | +219.5% | -1.5% | +123.7% |
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