+160.6%
XOP vs AEIS
+238.7%
-78.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +1.0% | +6.5% | -5.5% | -0.3% |
| 30D | +10.8% | -9.2% | +20.0% | +12.6% |
| 3M | +19.5% | -8.3% | +27.8% | +18.8% |
| 6M | +21.6% | -6.3% | +27.9% | +17.3% |
| YTD | +55.8% | +36.5% | +19.3% | +32.4% |
| 1Y | +54.6% | +84.8% | -30.1% | +17.1% |
| 3Y | +36.6% | +176.6% | -139.9% | -14.4% |
| 5Y | +160.6% | +237.1% | -76.4% | +44.4% |
| All | +160.6% | +238.7% | -78.1% | +44.4% |
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