+128.8%
XLP vs AEIS
+358.4%
-229.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.3% | -10.4% | 0.0% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +8.9% | -24.0% | +33.0% | +10.9% |
| 3M | +7.5% | -32.5% | +40.0% | +10.2% |
| 6M | +9.4% | -38.6% | +48.0% | +12.2% |
| YTD | +19.3% | +4.8% | +14.4% | +14.4% |
| 1Y | +21.7% | +1.3% | +20.4% | +17.1% |
| 3Y | +44.0% | +159.2% | -115.3% | +19.8% |
| 5Y | +42.8% | +140.8% | -98.0% | +17.7% |
| 10Y | +128.8% | +349.8% | -221.0% | +58.2% |
| All | +128.8% | +358.4% | -229.7% | +58.2% |
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