+8.6%
AEIS vs TXT
+9.2%
-0.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.3% | -9.9% | -10.4% |
| 7D | -12.7% | +10.6% | -23.3% | -18.3% |
| 30D | -28.8% | +14.4% | -43.2% | -35.1% |
| 3M | -38.0% | -2.7% | -35.3% | -36.0% |
| 6M | -45.3% | -4.7% | -40.6% | -42.7% |
| YTD | +1.1% | -0.5% | +1.7% | +3.3% |
| 1Y | +8.6% | +8.7% | -0.1% | -4.6% |
| All | +8.6% | +9.2% | -0.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling