+1,477.5%
XLK vs AEIS
+1,357.0%
+120.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +2.3% | +6.5% | -4.1% | +0.6% |
| 30D | +0.8% | -9.2% | +10.0% | +3.2% |
| 3M | +4.1% | -8.3% | +12.4% | +5.2% |
| 6M | +34.8% | -6.3% | +41.1% | +34.0% |
| YTD | +30.8% | +36.5% | -5.7% | +16.3% |
| 1Y | +42.4% | +84.8% | -42.4% | +15.6% |
| 3Y | +121.8% | +176.6% | -54.8% | +57.9% |
| 5Y | +146.6% | +237.1% | -90.5% | +64.8% |
| 10Y | +804.3% | +554.7% | +249.6% | +370.0% |
| All | +1,477.5% | +1,357.0% | +120.5% | +312.8% |
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