+2,846.6%
AEIS vs RJF
+9,171.6%
-6,325.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.3% |
| 7D | +8.1% | +1.8% | +6.4% | +7.0% |
| 30D | -11.1% | 0.0% | -11.1% | -11.3% |
| 3M | -5.6% | +18.0% | -23.6% | -15.1% |
| 6M | -0.6% | +17.0% | -17.6% | -10.4% |
| YTD | +38.0% | +11.1% | +26.9% | +27.8% |
| 1Y | +87.2% | +8.0% | +79.3% | +76.0% |
| 3Y | +179.7% | +73.3% | +106.4% | +100.3% |
| 5Y | +241.7% | +107.4% | +134.3% | +117.3% |
| 10Y | +547.2% | +428.5% | +118.7% | +139.6% |
| All | +2,846.6% | +9,171.6% | -6,325.0% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling