+16.2%
XRT vs AEIS
-1.0%
+17.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +4.1% | -6.9% | +11.0% | +4.1% |
| 30D | +9.9% | -23.2% | +33.1% | +10.8% |
| 3M | +2.3% | -29.5% | +31.7% | +3.4% |
| 6M | +9.6% | -37.9% | +47.5% | +11.3% |
| YTD | +9.1% | +6.0% | +3.2% | +2.3% |
| 1Y | +16.2% | +1.2% | +15.0% | +10.1% |
| All | +16.2% | -1.0% | +17.2% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling