+621.5%
XYZ vs AEIS
+375.1%
+246.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -2.1% |
| 7D | -2.2% | +9.5% | -11.7% | -7.3% |
| 30D | +11.6% | -17.5% | +29.1% | +18.9% |
| 3M | +8.4% | -29.3% | +37.7% | +22.5% |
| 6M | +17.2% | -34.7% | +51.9% | +29.4% |
| YTD | +31.7% | +10.7% | +21.0% | -0.8% |
| 1Y | +30.1% | +7.4% | +22.7% | -0.8% |
| 3Y | +66.4% | +161.1% | -94.7% | -34.2% |
| 5Y | -62.2% | +150.7% | -212.9% | -84.0% |
| 10Y | +621.5% | +360.8% | +260.7% | +94.8% |
| All | +621.5% | +375.1% | +246.4% | +94.8% |
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 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