+554.7%
AEIS vs TXT
+100.3%
+454.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | +6.5% | +0.8% | +5.6% | +5.9% |
| 30D | -9.2% | -10.4% | +1.3% | -2.3% |
| 3M | -8.3% | -14.3% | +6.0% | +1.5% |
| 6M | -6.3% | -15.1% | +8.8% | +4.6% |
| YTD | +36.5% | -8.3% | +44.8% | +44.2% |
| 1Y | +84.8% | -0.7% | +85.5% | +84.6% |
| 3Y | +176.6% | +6.0% | +170.6% | +162.6% |
| 5Y | +237.1% | +12.5% | +224.6% | +207.1% |
| 10Y | +554.7% | +103.2% | +451.5% | +301.6% |
| All | +554.7% | +100.3% | +454.4% | +301.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling