+248.8%
XLF vs AEIS
+562.2%
-313.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | -0.5% |
| 7D | -1.5% | +2.3% | -3.7% | -2.1% |
| 30D | -1.2% | -14.8% | +13.7% | +2.2% |
| 3M | +9.2% | -15.6% | +24.8% | +11.1% |
| 6M | +16.3% | -8.7% | +25.0% | +14.1% |
| YTD | +5.4% | +37.3% | -31.9% | -8.6% |
| 1Y | +7.6% | +80.3% | -72.7% | -14.7% |
| 3Y | +74.2% | +177.9% | -103.7% | +16.4% |
| 5Y | +66.1% | +235.8% | -169.7% | +1.4% |
| All | +248.8% | +562.2% | -313.4% | +53.8% |
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