+241.7%
AEIS vs TXT
+12.6%
+229.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.3% |
| 7D | +8.1% | -0.2% | +8.3% | +8.3% |
| 30D | -11.1% | -11.1% | -0.1% | -2.6% |
| 3M | -5.6% | -13.0% | +7.3% | +5.0% |
| 6M | -0.6% | -16.2% | +15.6% | +14.0% |
| YTD | +38.0% | -8.7% | +46.7% | +47.2% |
| 1Y | +87.2% | -3.8% | +91.0% | +90.7% |
| 3Y | +179.7% | +5.5% | +174.2% | +157.1% |
| 5Y | +241.7% | +12.3% | +229.5% | +191.6% |
| All | +241.7% | +12.6% | +229.2% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling