+87.4%
AEIS vs RRC
+23.4%
+64.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.3% |
| 7D | +3.0% | +1.3% | +1.7% | +3.1% |
| 30D | -14.6% | +10.1% | -24.8% | -13.7% |
| 3M | -12.4% | +4.0% | -16.4% | -11.2% |
| 6M | -15.0% | +1.6% | -16.5% | -14.3% |
| YTD | +34.3% | +19.7% | +14.6% | +30.9% |
| 1Y | +87.4% | +21.4% | +66.0% | +88.1% |
| All | +87.4% | +23.4% | +64.0% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling