+146.5%
AEIS vs RNG
-72.1%
+218.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +11.5% | +4.6% | +6.9% | +10.5% |
| 30D | -15.8% | +0.4% | -16.2% | -15.7% |
| 3M | -33.3% | +11.4% | -44.7% | -35.0% |
| 6M | -35.2% | +95.7% | -130.9% | -45.6% |
| YTD | +5.0% | +162.9% | -157.9% | -22.1% |
| 1Y | +8.5% | +180.3% | -171.8% | -21.1% |
| 3Y | +152.9% | +188.3% | -35.5% | +74.6% |
| All | +146.5% | -72.1% | +218.6% | +213.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling