+62.0%
XRT vs AEIS
+152.4%
-90.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.6% | +1.8% |
| 7D | +2.5% | +1.0% | +1.5% | +1.6% |
| 30D | +10.3% | -24.0% | +34.4% | +15.0% |
| 3M | +2.4% | -32.5% | +34.9% | +8.5% |
| 6M | +10.0% | -38.6% | +48.6% | +17.0% |
| YTD | +9.5% | +4.8% | +4.7% | -3.3% |
| 1Y | +17.2% | +1.3% | +15.8% | +4.3% |
| 3Y | +62.0% | +159.2% | -97.2% | -6.7% |
| All | +62.0% | +152.4% | -90.4% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling