+988.3%
XLE vs AEIS
+905.3%
+83.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -1.0% |
| 7D | -12.0% | -11.3% | -0.7% | -10.5% |
| 30D | -2.7% | -32.6% | +29.8% | +2.9% |
| 3M | +6.6% | -39.2% | +45.7% | +14.0% |
| 6M | +9.5% | -45.4% | +54.9% | +17.4% |
| YTD | +40.6% | -5.8% | +46.4% | +35.7% |
| 1Y | +43.6% | -10.0% | +53.6% | +39.5% |
| 3Y | +58.1% | +121.2% | -63.1% | +28.4% |
| 5Y | +152.2% | +110.6% | +41.5% | +102.7% |
| 10Y | +172.9% | +326.6% | -153.7% | +88.7% |
| All | +988.3% | +905.3% | +83.0% | +410.2% |
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