+551.6%
AEIS vs RJF
+429.3%
+122.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +5.0% |
| 7D | +2.3% | -2.7% | +5.0% | +4.2% |
| 30D | -14.8% | -4.3% | -10.6% | -12.5% |
| 3M | -15.6% | +15.7% | -31.3% | -24.6% |
| 6M | -8.7% | +17.8% | -26.5% | -19.7% |
| YTD | +37.3% | +9.2% | +28.2% | +26.5% |
| 1Y | +80.3% | +2.8% | +77.6% | +73.0% |
| 3Y | +177.9% | +69.5% | +108.5% | +87.2% |
| 5Y | +235.8% | +105.9% | +129.9% | +91.7% |
| All | +551.6% | +429.3% | +122.3% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling