-1.8%
XLY vs AEIS
-10.3%
+8.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.1% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -6.1% | -16.4% | +10.3% | -4.9% |
| 3M | -1.2% | -11.1% | +10.0% | -2.0% |
| 6M | -1.8% | -12.0% | +10.3% | -4.8% |
| All | -1.8% | -10.3% | +8.6% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling