+24.3%
XLP vs AEIS
+6.2%
+18.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -11.1% | +14.5% | +2.4% |
| 7D | +5.9% | -12.7% | +18.6% | +4.9% |
| 30D | +13.5% | -28.8% | +42.3% | +11.3% |
| 3M | +8.4% | -38.0% | +46.4% | +5.7% |
| 6M | +11.5% | -45.3% | +56.8% | +9.5% |
| YTD | +20.6% | +1.1% | +19.5% | +19.6% |
| 1Y | +24.3% | +8.6% | +15.7% | +23.5% |
| All | +24.3% | +6.2% | +18.1% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling