+145.1%
XRT vs AEIS
+347.9%
-202.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +4.1% | -6.9% | +11.0% | +5.4% |
| 30D | +9.9% | -23.2% | +33.1% | +16.5% |
| 3M | +2.3% | -29.5% | +31.7% | +9.8% |
| 6M | +9.6% | -37.9% | +47.5% | +18.9% |
| YTD | +9.1% | +6.0% | +3.2% | -3.4% |
| 1Y | +16.2% | +1.2% | +15.0% | +4.2% |
| 3Y | +60.1% | +150.0% | -89.9% | 0.0% |
| 5Y | -0.5% | +141.9% | -142.3% | -38.3% |
| 10Y | +145.1% | +356.2% | -211.0% | +4.3% |
| All | +145.1% | +347.9% | -202.8% | +4.3% |
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