+56.4%
TXN vs AEIS
+219.6%
-163.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | +0.8% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -8.0% | -16.4% | +8.4% | -0.7% |
| 3M | -7.8% | -11.1% | +3.4% | -4.6% |
| 6M | +32.4% | -12.0% | +44.4% | +35.5% |
| YTD | +51.7% | +30.9% | +20.8% | +26.6% |
| 1Y | +44.3% | +74.3% | -30.0% | +2.6% |
| 3Y | +71.3% | +165.2% | -93.9% | -7.7% |
| 5Y | +56.4% | +220.0% | -163.6% | -26.5% |
| All | +56.4% | +219.6% | -163.1% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling