+253.9%
XLI vs AEIS
+562.2%
-308.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | -0.2% |
| 7D | -1.7% | +2.3% | -3.9% | -2.3% |
| 30D | -7.3% | -14.8% | +7.5% | -3.6% |
| 3M | -1.3% | -15.6% | +14.2% | +1.2% |
| 6M | +2.2% | -8.7% | +10.9% | +1.3% |
| YTD | +11.7% | +37.3% | -25.6% | -2.2% |
| 1Y | +14.3% | +80.3% | -66.1% | -8.4% |
| 3Y | +70.3% | +177.9% | -107.6% | +15.8% |
| 5Y | +82.3% | +235.8% | -153.5% | +13.8% |
| All | +253.9% | +562.2% | -308.3% | +60.0% |
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