+133.2%
XRT vs AEIS
+332.3%
-199.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.5% |
| 7D | +1.7% | +11.5% | -9.8% | -1.5% |
| 30D | +7.5% | -15.8% | +23.3% | +10.9% |
| 3M | +2.2% | -33.3% | +35.5% | +11.6% |
| 6M | +14.7% | -35.2% | +49.8% | +22.6% |
| YTD | +7.5% | +5.0% | +2.5% | -4.7% |
| 1Y | +14.1% | +8.5% | +5.6% | -0.2% |
| 3Y | +58.8% | +152.9% | -94.1% | -1.3% |
| 5Y | -3.9% | +144.6% | -148.5% | -40.7% |
| All | +133.2% | +332.3% | -199.1% | +0.7% |
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