+159.2%
AEIS vs TXT
+11.8%
+147.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.2% | +9.1% | +9.7% |
| 7D | +1.0% | -3.5% | +4.5% | +3.8% |
| 30D | -24.0% | +15.2% | -39.2% | -32.2% |
| 3M | -32.5% | -4.5% | -28.0% | -30.4% |
| 6M | -38.6% | -6.1% | -32.5% | -35.8% |
| YTD | +4.8% | -2.0% | +6.8% | +5.3% |
| 1Y | +1.3% | +4.2% | -2.9% | -3.0% |
| 3Y | +159.2% | +14.4% | +144.8% | +122.8% |
| All | +159.2% | +11.8% | +147.4% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling