+1,117.4%
XLI vs AEIS
+1,333.4%
-216.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | 0.0% |
| 7D | -1.1% | +3.0% | -4.0% | -1.6% |
| 30D | -5.9% | -14.6% | +8.7% | -3.3% |
| 3M | -0.3% | -12.4% | +12.2% | +0.8% |
| 6M | +0.1% | -15.0% | +15.1% | +1.1% |
| YTD | +13.6% | +34.3% | -20.7% | +4.7% |
| 1Y | +17.2% | +87.4% | -70.2% | +0.8% |
| 3Y | +68.2% | +139.8% | -71.6% | +35.0% |
| 5Y | +80.7% | +220.7% | -140.0% | +35.4% |
| 10Y | +253.3% | +531.6% | -278.3% | +121.5% |
| All | +1,117.4% | +1,333.4% | -216.0% | +373.1% |
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