-35.2%
AEIS vs RNG
+82.5%
-117.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.1% |
| 7D | +11.5% | +4.6% | +6.9% | +12.3% |
| 30D | -15.8% | +0.4% | -16.2% | -15.2% |
| 3M | -33.3% | +11.4% | -44.7% | -30.1% |
| 6M | -35.2% | +95.7% | -130.9% | -15.5% |
| All | -35.2% | +82.5% | -117.7% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling