+87.4%
AEIS vs RJF
+7.8%
+79.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | -14.6% | -1.3% | -13.4% | -14.3% |
| 3M | -12.4% | +18.9% | -31.3% | -18.5% |
| 6M | -15.0% | +15.0% | -30.0% | -20.1% |
| YTD | +34.3% | +12.2% | +22.1% | +25.9% |
| 1Y | +87.4% | +5.6% | +81.7% | +77.3% |
| All | +87.4% | +7.8% | +79.5% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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