+788.5%
XLK vs AEIS
+562.2%
+226.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | -0.5% |
| 7D | +0.2% | +2.3% | -2.1% | -0.7% |
| 30D | -0.6% | -14.8% | +14.2% | +4.9% |
| 3M | +2.6% | -15.6% | +18.1% | +7.0% |
| 6M | +34.0% | -8.7% | +42.7% | +33.3% |
| YTD | +30.7% | +37.3% | -6.7% | +9.9% |
| 1Y | +39.2% | +80.3% | -41.1% | +4.2% |
| 3Y | +120.4% | +177.9% | -57.5% | +34.3% |
| 5Y | +148.8% | +235.8% | -87.0% | +38.1% |
| All | +788.5% | +562.2% | +226.3% | +242.5% |
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