+994.0%
XLE vs AEIS
+1,019.1%
-25.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.3% | -10.8% | -1.3% |
| 7D | -7.9% | +1.0% | -8.9% | -8.4% |
| 30D | -4.8% | -24.0% | +19.2% | -1.3% |
| 3M | +8.4% | -32.5% | +40.9% | +13.9% |
| 6M | +12.7% | -38.6% | +51.2% | +18.4% |
| YTD | +41.3% | +4.8% | +36.4% | +34.0% |
| 1Y | +42.3% | +1.3% | +41.0% | +35.5% |
| 3Y | +65.1% | +159.2% | -94.2% | +30.6% |
| 5Y | +150.2% | +140.8% | +9.4% | +96.6% |
| 10Y | +163.9% | +349.8% | -185.9% | +80.5% |
| All | +994.0% | +1,019.1% | -25.1% | +403.6% |
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