-0.7%
XRT vs AEIS
+228.8%
-229.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -3.0% |
| 7D | -0.3% | +8.1% | -8.4% | -2.7% |
| 30D | -5.6% | -11.1% | +5.5% | -2.8% |
| 3M | +2.5% | -5.6% | +8.2% | +0.5% |
| 6M | +3.7% | -0.6% | +4.3% | -2.8% |
| YTD | +1.0% | +38.0% | -37.1% | -18.5% |
| 1Y | -1.2% | +87.2% | -88.4% | -31.4% |
| 3Y | +43.4% | +179.7% | -136.3% | -22.3% |
| 5Y | -0.7% | +241.7% | -242.5% | -54.5% |
| All | -0.7% | +228.8% | -229.6% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling