+631.5%
XLU vs AEIS
+1,365.8%
-734.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.7% |
| 7D | -1.6% | +2.3% | -3.9% | -1.8% |
| 30D | -3.3% | -14.8% | +11.5% | -2.0% |
| 3M | -3.2% | -15.6% | +12.4% | -2.4% |
| 6M | -7.0% | -8.7% | +1.7% | -7.3% |
| YTD | +0.6% | +37.3% | -36.7% | -3.7% |
| 1Y | +2.4% | +80.3% | -77.9% | -4.7% |
| 3Y | +46.3% | +177.9% | -131.7% | +28.9% |
| 5Y | +44.0% | +235.8% | -191.9% | +23.2% |
| 10Y | +140.1% | +558.6% | -418.6% | +86.0% |
| All | +631.5% | +1,365.8% | -734.4% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling