+548.2%
XRT vs AEIS
+1,716.8%
-1,168.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.5% | -1.3% |
| 7D | -1.4% | +9.5% | -10.9% | -4.4% |
| 30D | +9.8% | -17.5% | +27.3% | +13.9% |
| 3M | +3.3% | -29.3% | +32.6% | +10.8% |
| 6M | +13.6% | -34.7% | +48.3% | +21.3% |
| YTD | +9.1% | +10.7% | -1.7% | -3.2% |
| 1Y | +15.1% | +7.4% | +7.7% | +2.8% |
| 3Y | +59.9% | +161.1% | -101.2% | +4.2% |
| 5Y | -1.7% | +150.7% | -152.4% | -36.0% |
| 10Y | +141.1% | +360.8% | -219.7% | +16.4% |
| All | +548.2% | +1,716.8% | -1,168.7% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling