+832.6%
AEIS vs RCAT
-100.0%
+932.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.1% |
| 7D | -6.9% | -5.6% | -1.3% | -6.9% |
| 30D | -23.2% | -27.0% | +3.8% | -23.1% |
| 3M | -29.5% | -57.9% | +28.4% | -29.2% |
| 6M | -37.9% | -59.4% | +21.5% | -37.7% |
| YTD | +6.0% | -46.9% | +52.9% | +6.2% |
| 1Y | +1.2% | -54.0% | +55.3% | +1.5% |
| 3Y | +150.0% | +378.4% | -228.5% | +147.7% |
| 5Y | +141.9% | +61.9% | +79.9% | +140.0% |
| 10Y | +356.2% | -99.6% | +455.8% | +336.0% |
| All | +832.6% | -100.0% | +932.6% | +706.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling