+35.5%
XLV vs AEIS
+232.6%
-197.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.6% |
| 7D | -3.6% | +2.3% | -5.8% | -3.8% |
| 30D | -1.8% | -14.8% | +13.0% | -0.7% |
| 3M | +7.8% | -15.6% | +23.4% | +8.4% |
| 6M | +9.1% | -8.7% | +17.8% | +7.9% |
| YTD | +7.7% | +37.3% | -29.6% | +0.6% |
| 1Y | +20.4% | +80.3% | -59.9% | +7.7% |
| 3Y | +30.8% | +177.9% | -147.2% | +6.6% |
| All | +35.5% | +232.6% | -197.1% | +2.6% |
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