+335.2%
AEIS vs RBA
+207.2%
+128.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | +11.5% | +1.7% | +9.8% | +10.8% |
| 30D | -15.8% | +8.3% | -24.1% | -19.0% |
| 3M | -33.3% | +10.5% | -43.9% | -36.8% |
| 6M | -35.2% | -5.9% | -29.3% | -35.0% |
| YTD | +5.0% | -6.9% | +11.9% | +4.4% |
| 1Y | +8.5% | -4.9% | +13.3% | +6.7% |
| 3Y | +152.9% | +64.5% | +88.4% | +90.8% |
| 5Y | +144.6% | +46.1% | +98.6% | +87.2% |
| All | +335.2% | +207.2% | +128.0% | +104.5% |
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