-31.5%
XYL vs AEIS
+6.2%
-37.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -11.1% | +16.1% | +5.3% |
| 7D | +14.5% | -12.7% | +27.2% | +15.0% |
| 30D | -1.3% | -28.8% | +27.5% | +1.0% |
| 3M | -17.0% | -38.0% | +21.0% | -14.0% |
| 6M | -11.3% | -45.3% | +34.0% | -6.7% |
| YTD | -25.0% | +1.1% | -26.1% | -28.6% |
| 1Y | -31.5% | +8.6% | -40.2% | -35.5% |
| All | -31.5% | +6.2% | -37.8% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling