+547.2%
AEIS vs RBA
+182.6%
+364.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.6% |
| 7D | +8.1% | -1.1% | +9.2% | +8.6% |
| 30D | -11.1% | -13.2% | +2.1% | -6.0% |
| 3M | -5.6% | -21.4% | +15.7% | +3.3% |
| 6M | -0.6% | -20.9% | +20.2% | +8.0% |
| YTD | +38.0% | -19.9% | +57.9% | +47.5% |
| 1Y | +87.2% | -28.7% | +115.9% | +110.8% |
| 3Y | +179.7% | +27.4% | +152.3% | +136.9% |
| 5Y | +241.7% | +41.7% | +200.0% | +162.7% |
| 10Y | +547.2% | +189.6% | +357.6% | +218.8% |
| All | +547.2% | +182.6% | +364.6% | +218.8% |
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