+551.0%
XRT vs AEIS
+1,620.3%
-1,069.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.6% | +0.4% |
| 7D | +2.5% | +1.0% | +1.5% | +1.1% |
| 30D | +10.3% | -24.0% | +34.4% | +17.3% |
| 3M | +2.4% | -32.5% | +34.9% | +11.3% |
| 6M | +10.0% | -38.6% | +48.6% | +19.5% |
| YTD | +9.5% | +4.8% | +4.7% | -1.2% |
| 1Y | +17.2% | +1.3% | +15.8% | +6.5% |
| 3Y | +62.0% | +159.2% | -97.2% | +5.6% |
| 5Y | -2.1% | +140.8% | -142.9% | -35.5% |
| 10Y | +152.6% | +349.8% | -197.2% | +22.8% |
| All | +551.0% | +1,620.3% | -1,069.3% | +52.5% |
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 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