+1,106.7%
XLY vs AEIS
+1,365.8%
-259.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | 0.0% |
| 7D | -1.7% | +2.3% | -4.0% | -2.2% |
| 30D | -4.2% | -14.8% | +10.6% | -1.6% |
| 3M | -2.7% | -15.6% | +12.9% | -1.2% |
| 6M | -0.6% | -8.7% | +8.1% | -1.5% |
| YTD | -5.0% | +37.3% | -42.4% | -13.6% |
| 1Y | -4.1% | +80.3% | -84.4% | -17.7% |
| 3Y | +33.6% | +177.9% | -144.3% | +3.5% |
| 5Y | +28.7% | +235.8% | -207.1% | -4.4% |
| 10Y | +219.6% | +558.6% | -339.0% | +99.3% |
| All | +1,106.7% | +1,365.8% | -259.1% | +378.8% |
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 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