+220.0%
AEIS vs RJF
+101.5%
+118.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.4% |
| 7D | -0.2% | -4.2% | +4.0% | +2.5% |
| 30D | -16.4% | -3.6% | -12.8% | -14.6% |
| 3M | -11.1% | +15.6% | -26.8% | -20.1% |
| 6M | -12.0% | +17.6% | -29.6% | -22.1% |
| YTD | +30.9% | +9.2% | +21.7% | +21.0% |
| 1Y | +74.3% | +5.5% | +68.8% | +64.6% |
| 3Y | +165.2% | +70.3% | +94.9% | +81.1% |
| 5Y | +220.0% | +106.0% | +114.0% | +82.9% |
| All | +220.0% | +101.5% | +118.5% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling