+88.2%
XLRE vs AEIS
+562.2%
-474.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.1% | 0.0% |
| 7D | -1.2% | +2.3% | -3.4% | -1.6% |
| 30D | -2.4% | -14.8% | +12.4% | 0.0% |
| 3M | -2.5% | -15.6% | +13.1% | -1.3% |
| 6M | +4.0% | -8.7% | +12.7% | +2.6% |
| YTD | +9.3% | +37.3% | -28.0% | -1.2% |
| 1Y | +5.6% | +80.3% | -74.7% | -10.4% |
| 3Y | +31.3% | +177.9% | -146.7% | -1.6% |
| 5Y | +9.5% | +235.8% | -226.3% | -22.8% |
| All | +88.2% | +562.2% | -474.0% | +4.8% |
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 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