+124.8%
XRT vs AEIS
+545.5%
-420.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -2.4% | +6.5% | -8.9% | -4.3% |
| 30D | -6.9% | -9.2% | +2.2% | -4.9% |
| 3M | -0.4% | -8.3% | +7.9% | -1.1% |
| 6M | +2.2% | -6.3% | +8.6% | -1.0% |
| YTD | -0.7% | +36.5% | -37.2% | -16.3% |
| 1Y | -2.0% | +84.8% | -86.8% | -26.6% |
| 3Y | +41.0% | +176.6% | -135.6% | -11.7% |
| 5Y | -3.3% | +237.1% | -240.4% | -44.3% |
| 10Y | +124.8% | +554.7% | -429.8% | -11.7% |
| All | +124.8% | +545.5% | -420.7% | -11.7% |
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