+87.4%
AEIS vs RBA
-26.5%
+113.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +3.0% | -2.9% | +5.9% | +3.1% |
| 30D | -14.6% | -12.3% | -2.4% | -13.6% |
| 3M | -12.4% | -20.5% | +8.1% | -10.6% |
| 6M | -15.0% | -18.5% | +3.6% | -13.6% |
| YTD | +34.3% | -18.2% | +52.5% | +33.7% |
| 1Y | +87.4% | -27.5% | +114.9% | +99.9% |
| All | +87.4% | -26.5% | +113.9% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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