+349.8%
AEIS vs RBA
+236.6%
+113.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.4% | +8.9% | +10.3% |
| 7D | +1.0% | +2.5% | -1.5% | -0.1% |
| 30D | -24.0% | +11.6% | -35.6% | -27.9% |
| 3M | -32.5% | +1.5% | -34.0% | -33.7% |
| 6M | -38.6% | -6.6% | -31.9% | -38.1% |
| YTD | +4.8% | -6.3% | +11.1% | +4.0% |
| 1Y | +1.3% | -4.0% | +5.3% | -0.7% |
| 3Y | +159.2% | +47.3% | +112.0% | +105.0% |
| 5Y | +140.8% | +47.7% | +93.2% | +83.6% |
| 10Y | +349.8% | +224.7% | +125.1% | +115.9% |
| All | +349.8% | +236.6% | +113.2% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling