+8.6%
AEIS vs RCAT
-59.1%
+67.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -10.3% | -0.8% | -9.0% |
| 7D | -12.7% | -18.5% | +5.8% | -8.9% |
| 30D | -28.8% | -37.0% | +8.1% | -22.2% |
| 3M | -38.0% | -54.9% | +16.8% | -28.5% |
| 6M | -45.3% | -63.6% | +18.3% | -36.0% |
| YTD | +1.1% | -49.6% | +50.7% | +6.3% |
| 1Y | +8.6% | -57.8% | +66.4% | +18.2% |
| All | +8.6% | -59.1% | +67.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling