-0.8%
XYL vs AEIS
+148.8%
-149.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.1% | +0.7% |
| 7D | -3.7% | +11.5% | -15.2% | -5.2% |
| 30D | -8.3% | -15.8% | +7.4% | -6.8% |
| 3M | -21.4% | -33.3% | +11.9% | -17.2% |
| 6M | -12.9% | -35.2% | +22.3% | -9.0% |
| YTD | -30.1% | +5.0% | -35.1% | -35.6% |
| 1Y | -35.2% | +8.5% | -43.6% | -40.8% |
| 3Y | -0.8% | +152.9% | -153.7% | -29.8% |
| All | -0.8% | +148.8% | -149.6% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling