+891.0%
XLV vs AEIS
+1,296.9%
-405.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | 0.0% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -1.4% | -16.4% | +15.0% | +0.5% |
| 3M | +8.9% | -11.1% | +20.0% | +8.9% |
| 6M | +9.1% | -12.0% | +21.1% | +8.6% |
| YTD | +7.9% | +30.9% | -22.9% | +1.7% |
| 1Y | +22.7% | +74.3% | -51.6% | +11.0% |
| 3Y | +31.9% | +165.2% | -133.3% | +10.7% |
| 5Y | +34.9% | +220.0% | -185.2% | +8.8% |
| 10Y | +173.9% | +527.7% | -353.8% | +93.0% |
| All | +891.0% | +1,296.9% | -405.9% | +382.9% |
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