+139.5%
XLP vs AEIS
+332.3%
-192.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +1.7% |
| 7D | +2.5% | +11.5% | -9.0% | +1.6% |
| 30D | +7.3% | -15.8% | +23.1% | +8.3% |
| 3M | +8.1% | -33.3% | +41.4% | +11.0% |
| 6M | +10.5% | -35.2% | +45.7% | +12.7% |
| YTD | +21.2% | +5.0% | +16.2% | +16.2% |
| 1Y | +22.7% | +8.5% | +14.2% | +17.1% |
| 3Y | +44.8% | +152.9% | -108.1% | +20.9% |
| 5Y | +44.7% | +144.6% | -99.9% | +19.0% |
| All | +139.5% | +332.3% | -192.8% | +68.2% |
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