+152.9%
AEIS vs RJF
+76.6%
+76.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | +11.5% | +3.6% | +7.9% | +9.4% |
| 30D | -15.8% | +7.2% | -23.0% | -19.5% |
| 3M | -33.3% | -6.5% | -26.8% | -30.8% |
| 6M | -35.2% | +10.3% | -45.5% | -40.2% |
| YTD | +5.0% | +6.5% | -1.5% | -2.0% |
| 1Y | +8.5% | +6.1% | +2.4% | +1.5% |
| 3Y | +152.9% | +74.9% | +78.0% | +65.1% |
| All | +152.9% | +76.6% | +76.3% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling