+2,138.1%
AEIS vs TXT
+580.5%
+1,557.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.2% | +9.1% | +10.2% |
| 7D | +1.0% | -3.5% | +4.5% | +3.0% |
| 30D | -24.0% | +15.2% | -39.2% | -29.8% |
| 3M | -32.5% | -4.5% | -28.0% | -31.3% |
| 6M | -38.6% | -6.1% | -32.5% | -36.9% |
| YTD | +4.8% | -2.0% | +6.8% | +5.2% |
| 1Y | +1.3% | +4.2% | -2.9% | -1.4% |
| 3Y | +159.2% | +14.4% | +144.8% | +140.5% |
| 5Y | +140.8% | +12.3% | +128.5% | +126.2% |
| 10Y | +349.8% | +101.8% | +248.0% | +201.4% |
| All | +2,138.1% | +580.5% | +1,557.7% | +565.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling