+374.0%
XYL vs AEIS
+2,381.3%
-2,007.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -6.0% | +23.2% | -29.2% | -11.0% |
| 30D | -8.3% | -17.0% | +8.7% | -5.7% |
| 3M | -22.6% | -32.2% | +9.6% | -16.7% |
| 6M | -15.0% | -32.6% | +17.5% | -10.7% |
| YTD | -30.2% | +9.4% | -39.6% | -37.1% |
| 1Y | -36.4% | +7.7% | -44.1% | -42.5% |
| 3Y | -0.9% | +157.9% | -158.8% | -33.7% |
| 5Y | -23.4% | +154.8% | -178.1% | -49.6% |
| 10Y | +100.9% | +355.2% | -254.3% | +0.8% |
| All | +374.0% | +2,381.3% | -2,007.3% | +61.6% |
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 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