+80.4%
XLI vs AEIS
+219.6%
-139.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.3% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -8.2% | -16.4% | +8.3% | -4.4% |
| 3M | +0.8% | -11.1% | +11.9% | +1.6% |
| 6M | +0.8% | -12.0% | +12.9% | +0.8% |
| YTD | +10.5% | +30.9% | -20.3% | -1.7% |
| 1Y | +14.1% | +74.3% | -60.2% | -7.5% |
| 3Y | +68.6% | +165.2% | -96.6% | +15.3% |
| 5Y | +80.4% | +220.0% | -139.6% | +11.0% |
| All | +80.4% | +219.6% | -139.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling