+43.3%
XLP vs AEIS
+150.6%
-107.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.4% |
| 7D | -0.5% | +9.5% | -10.0% | -0.7% |
| 30D | +8.3% | -17.5% | +25.9% | +8.8% |
| 3M | +8.7% | -29.3% | +38.0% | +9.6% |
| 6M | +11.2% | -34.7% | +45.9% | +12.1% |
| YTD | +20.0% | +10.7% | +9.3% | +16.1% |
| 1Y | +21.3% | +7.4% | +14.0% | +17.6% |
| 3Y | +43.8% | +161.1% | -117.3% | +24.6% |
| 5Y | +43.3% | +150.7% | -107.4% | +21.2% |
| All | +43.3% | +150.6% | -107.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling