+432.8%
XYL vs AEIS
+2,946.6%
-2,513.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.7% |
| 7D | -5.0% | +3.0% | -8.0% | -5.8% |
| 30D | -13.2% | -14.6% | +1.4% | -9.9% |
| 3M | -3.7% | -12.4% | +8.7% | -2.9% |
| 6M | -17.7% | -15.0% | -2.7% | -17.3% |
| YTD | -21.5% | +34.3% | -55.8% | -31.3% |
| 1Y | -24.5% | +87.4% | -111.9% | -40.6% |
| 3Y | +6.9% | +139.8% | -132.8% | -24.8% |
| 5Y | -18.1% | +220.7% | -238.8% | -48.2% |
| 10Y | +134.7% | +531.6% | -396.9% | +11.2% |
| All | +432.8% | +2,946.6% | -2,513.8% | +76.4% |
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