+7.6%
XLF vs AEIS
+81.9%
-74.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | +0.6% |
| 7D | -1.5% | +2.3% | -3.7% | -1.5% |
| 30D | -1.2% | -14.8% | +13.7% | -0.8% |
| 3M | +9.2% | -15.6% | +24.8% | +9.1% |
| 6M | +16.3% | -8.7% | +25.0% | +15.1% |
| YTD | +5.4% | +37.3% | -31.9% | +1.8% |
| 1Y | +7.6% | +80.3% | -72.7% | +2.9% |
| All | +7.6% | +81.9% | -74.3% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling