-14.8%
XYL vs AEIS
+233.3%
-248.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +0.8% | +6.5% | -5.6% | -0.7% |
| 30D | -10.8% | -9.2% | -1.7% | -9.0% |
| 3M | -2.5% | -8.3% | +5.8% | -2.9% |
| 6M | -12.2% | -6.3% | -5.9% | -14.3% |
| YTD | -20.1% | +36.5% | -56.6% | -31.4% |
| 1Y | -20.6% | +84.8% | -105.4% | -39.1% |
| 3Y | +17.3% | +176.6% | -159.3% | -26.2% |
| All | -14.8% | +233.3% | -248.1% | -53.6% |
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