+0.1%
AEIS vs RBA
-4.2%
+4.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.4% | +8.9% | +11.3% |
| 7D | +1.0% | +2.5% | -1.5% | +1.0% |
| 30D | -24.0% | +11.6% | -35.6% | -23.9% |
| 3M | -32.5% | +1.5% | -34.0% | -31.5% |
| 6M | -38.6% | -6.6% | -31.9% | -37.2% |
| YTD | +4.8% | -6.3% | +11.1% | -1.6% |
| All | +0.1% | -4.2% | +4.3% | -6.4% |
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