+181.5%
XME vs AEIS
+238.7%
-57.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -0.2% | +6.5% | -6.7% | -2.6% |
| 30D | +1.4% | -9.2% | +10.6% | +4.6% |
| 3M | +2.7% | -8.3% | +11.1% | +3.1% |
| 6M | +6.5% | -6.3% | +12.8% | +4.4% |
| YTD | +15.2% | +36.5% | -21.3% | -4.1% |
| 1Y | +43.5% | +84.8% | -41.3% | +4.2% |
| 3Y | +135.9% | +176.6% | -40.7% | +37.6% |
| 5Y | +181.5% | +237.1% | -55.6% | +43.7% |
| All | +181.5% | +238.7% | -57.3% | +43.7% |
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