+1,528.9%
AEIS vs RNG
+327.7%
+1,201.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +3.3% |
| 7D | +3.0% | +5.8% | -2.8% | +1.5% |
| 30D | -14.6% | +19.6% | -34.3% | -18.6% |
| 3M | -12.4% | +67.0% | -79.5% | -24.8% |
| 6M | -15.0% | +88.4% | -103.3% | -31.0% |
| YTD | +34.3% | +155.5% | -121.2% | -2.7% |
| 1Y | +87.4% | +141.7% | -54.3% | +37.2% |
| 3Y | +139.8% | +131.1% | +8.7% | +70.6% |
| 5Y | +220.7% | -70.6% | +291.3% | +264.9% |
| 10Y | +531.6% | +228.2% | +303.4% | +231.3% |
| All | +1,528.9% | +327.7% | +1,201.1% | +704.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling