+2,766.8%
AEIS vs TXT
+529.8%
+2,237.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +3.0% | -4.8% | +7.7% | +5.6% |
| 30D | -14.6% | -10.6% | -4.0% | -9.6% |
| 3M | -12.4% | -13.2% | +0.7% | -5.8% |
| 6M | -15.0% | -20.3% | +5.4% | -4.1% |
| YTD | +34.3% | -9.3% | +43.5% | +41.2% |
| 1Y | +87.4% | -2.7% | +90.1% | +89.7% |
| 3Y | +139.8% | +1.4% | +138.4% | +138.0% |
| 5Y | +220.7% | +9.6% | +211.2% | +207.5% |
| 10Y | +531.6% | +94.9% | +436.7% | +333.6% |
| All | +2,766.8% | +529.8% | +2,237.0% | +792.3% |
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