+140.8%
AEIS vs RCAT
+71.1%
+69.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +11.4% | -0.1% | +10.2% |
| 7D | +1.0% | +1.1% | -0.2% | +0.9% |
| 30D | -24.0% | -22.0% | -2.0% | -22.3% |
| 3M | -32.5% | -51.1% | +18.6% | -28.2% |
| 6M | -38.6% | -56.6% | +18.0% | -34.7% |
| YTD | +4.8% | -43.3% | +48.1% | +8.1% |
| 1Y | +1.3% | -51.5% | +52.8% | +5.2% |
| 3Y | +159.2% | +411.4% | -252.1% | +133.8% |
| 5Y | +140.8% | +74.4% | +66.4% | +119.8% |
| All | +140.8% | +71.1% | +69.7% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling