+111.0%
AEIS vs RBA
+37.7%
+73.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.5% |
| 7D | -11.3% | +4.3% | -15.6% | -12.6% |
| 30D | -32.6% | +16.3% | -48.9% | -36.2% |
| 3M | -39.2% | +1.3% | -40.5% | -39.9% |
| 6M | -45.4% | -11.1% | -34.3% | -43.9% |
| YTD | -5.8% | -8.5% | +2.6% | -5.6% |
| 1Y | -10.0% | -2.1% | -7.9% | -12.3% |
| 3Y | +121.2% | +44.6% | +76.6% | +86.7% |
| All | +111.0% | +37.7% | +73.3% | +75.3% |
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