+24.4%
TXG vs AEIS
+404.5%
-380.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.3% |
| 7D | +9.4% | +8.1% | +1.2% | +5.0% |
| 30D | +26.1% | -11.1% | +37.2% | +32.5% |
| 3M | +124.8% | -5.6% | +130.5% | +121.8% |
| 6M | +215.2% | -0.6% | +215.9% | +194.5% |
| YTD | +302.2% | +38.0% | +264.2% | +207.0% |
| 1Y | +370.9% | +87.2% | +283.7% | +196.8% |
| 3Y | +38.5% | +179.7% | -141.2% | -31.5% |
| 5Y | -64.4% | +241.7% | -306.1% | -83.7% |
| All | +24.4% | +404.5% | -380.1% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling