+30.0%
TXG vs AEIS
+401.9%
-371.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.9% | -1.6% | +0.8% |
| 7D | +9.5% | +2.3% | +7.2% | +8.2% |
| 30D | +18.8% | -14.8% | +33.6% | +28.0% |
| 3M | +136.1% | -15.6% | +151.7% | +148.2% |
| 6M | +235.2% | -8.7% | +243.9% | +228.5% |
| YTD | +320.5% | +37.3% | +283.2% | +221.6% |
| 1Y | +425.2% | +80.3% | +344.9% | +238.1% |
| 3Y | +42.9% | +177.9% | -135.0% | -29.1% |
| 5Y | -62.8% | +235.8% | -298.7% | -82.9% |
| All | +30.0% | +401.9% | -371.9% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling