+1,827.3%
AEIS vs RBA
+3,565.6%
-1,738.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +3.0% | -2.9% | +5.9% | +4.2% |
| 30D | -14.6% | -12.3% | -2.4% | -10.5% |
| 3M | -12.4% | -20.5% | +8.1% | -5.3% |
| 6M | -15.0% | -18.5% | +3.6% | -9.3% |
| YTD | +34.3% | -18.2% | +52.5% | +41.9% |
| 1Y | +87.4% | -27.5% | +114.9% | +107.3% |
| 3Y | +139.8% | +38.1% | +101.7% | +102.0% |
| 5Y | +220.7% | +44.8% | +175.9% | +156.8% |
| 10Y | +531.6% | +187.1% | +344.5% | +273.7% |
| All | +1,827.3% | +3,565.6% | -1,738.3% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling