+77.6%
XOP vs AEIS
+1,623.3%
-1,545.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +2.2% |
| 7D | +6.3% | +11.5% | -5.2% | +2.3% |
| 30D | -6.6% | -15.8% | +9.2% | -2.8% |
| 3M | +3.6% | -33.3% | +36.9% | +14.8% |
| 6M | +10.8% | -35.2% | +45.9% | +19.3% |
| YTD | +48.3% | +5.0% | +43.2% | +30.1% |
| 1Y | +42.9% | +8.5% | +34.5% | +23.6% |
| 3Y | +43.3% | +152.9% | -109.6% | -13.8% |
| 5Y | +94.0% | +144.6% | -50.7% | +13.7% |
| 10Y | +53.7% | +337.1% | -283.4% | -34.3% |
| All | +77.6% | +1,623.3% | -1,545.7% | -64.3% |
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