+2,263.7%
AEIS vs TXT
+584.7%
+1,679.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +5.0% |
| 7D | +9.5% | -0.8% | +10.3% | +10.1% |
| 30D | -17.5% | +13.4% | -30.9% | -23.2% |
| 3M | -29.3% | -2.5% | -26.7% | -28.8% |
| 6M | -34.7% | -6.2% | -28.5% | -32.9% |
| YTD | +10.7% | -1.3% | +12.1% | +10.7% |
| 1Y | +7.4% | +4.3% | +3.1% | +4.4% |
| 3Y | +161.1% | +13.2% | +147.9% | +143.3% |
| 5Y | +150.7% | +12.4% | +138.3% | +135.4% |
| 10Y | +360.8% | +94.8% | +266.1% | +213.9% |
| All | +2,263.7% | +584.7% | +1,679.0% | +600.1% |
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