+99.4%
XYL vs AEIS
+332.3%
-232.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | +1.2% |
| 7D | -3.7% | +11.5% | -15.2% | -6.6% |
| 30D | -8.3% | -15.8% | +7.4% | -6.0% |
| 3M | -21.4% | -33.3% | +11.9% | -14.8% |
| 6M | -12.9% | -35.2% | +22.3% | -7.3% |
| YTD | -30.1% | +5.0% | -35.1% | -37.0% |
| 1Y | -35.2% | +8.5% | -43.6% | -42.3% |
| 3Y | -0.8% | +152.9% | -153.7% | -36.3% |
| 5Y | -23.2% | +144.6% | -167.9% | -51.5% |
| All | +99.4% | +332.3% | -232.9% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling