+152.9%
AEIS vs RBA
+63.1%
+89.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.2% |
| 7D | +11.5% | +1.7% | +9.8% | +11.0% |
| 30D | -15.8% | +8.3% | -24.1% | -17.9% |
| 3M | -33.3% | +10.5% | -43.9% | -35.6% |
| 6M | -35.2% | -5.9% | -29.3% | -34.7% |
| YTD | +5.0% | -6.9% | +11.9% | +4.2% |
| 1Y | +8.5% | -4.9% | +13.3% | +6.3% |
| 3Y | +152.9% | +64.5% | +88.4% | +108.2% |
| All | +152.9% | +63.1% | +89.8% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling