+219.9%
AEIS vs RBA
+45.3%
+174.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +3.0% | -2.9% | +5.9% | +4.0% |
| 30D | -14.6% | -12.3% | -2.4% | -11.0% |
| 3M | -12.4% | -20.5% | +8.1% | -6.2% |
| 6M | -15.0% | -18.5% | +3.6% | -10.1% |
| YTD | +34.3% | -18.2% | +52.5% | +40.4% |
| 1Y | +87.4% | -27.5% | +114.9% | +105.4% |
| 3Y | +139.8% | +38.1% | +101.7% | +106.4% |
| All | +219.9% | +45.3% | +174.7% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling