+551.6%
AEIS vs RNG
+222.9%
+328.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +2.3% | -6.1% | +8.4% | +3.7% |
| 30D | -14.8% | +9.6% | -24.4% | -17.0% |
| 3M | -15.6% | +83.3% | -98.9% | -29.2% |
| 6M | -8.7% | +77.9% | -86.6% | -24.8% |
| YTD | +37.3% | +139.9% | -102.6% | +0.7% |
| 1Y | +80.3% | +121.7% | -41.3% | +34.7% |
| 3Y | +177.9% | +121.9% | +56.1% | +98.5% |
| 5Y | +235.8% | -68.4% | +304.2% | +280.2% |
| All | +551.6% | +222.9% | +328.7% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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