+219.9%
AEIS vs RCAT
+183.7%
+36.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.6% |
| 7D | +3.0% | -1.4% | +4.4% | +3.1% |
| 30D | -14.6% | -3.3% | -11.3% | -14.5% |
| 3M | -12.4% | -43.2% | +30.8% | -8.9% |
| 6M | -15.0% | -43.2% | +28.2% | -12.5% |
| YTD | +34.3% | +5.5% | +28.7% | +31.2% |
| 1Y | +87.4% | -1.6% | +89.0% | +82.1% |
| 3Y | +139.8% | +773.7% | -633.9% | +105.0% |
| All | +219.9% | +183.7% | +36.2% | +178.9% |
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