+822.6%
AEIS vs RCAT
-100.0%
+922.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +11.4% | -0.1% | +11.3% |
| 7D | +1.0% | +1.1% | -0.2% | +1.0% |
| 30D | -24.0% | -22.0% | -2.0% | -23.9% |
| 3M | -32.5% | -51.1% | +18.6% | -32.3% |
| 6M | -38.6% | -56.6% | +18.0% | -38.4% |
| YTD | +4.8% | -43.3% | +48.1% | +5.0% |
| 1Y | +1.3% | -51.5% | +52.8% | +1.5% |
| 3Y | +159.2% | +411.4% | -252.1% | +156.8% |
| 5Y | +140.8% | +74.4% | +66.4% | +138.9% |
| 10Y | +349.8% | -99.6% | +449.4% | +329.8% |
| All | +822.6% | -100.0% | +922.6% | +697.7% |
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