-45.4%
AEIS vs RBA
-12.2%
-33.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +5.9% |
| 7D | -11.3% | +4.3% | -15.6% | -10.8% |
| 30D | -32.6% | +16.3% | -48.9% | -31.5% |
| 3M | -39.2% | +1.3% | -40.5% | -37.8% |
| 6M | -45.4% | -11.1% | -34.3% | -44.1% |
| All | -45.4% | -12.2% | -33.2% | -44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling