+8.6%
AEIS vs RRC
+44.7%
-36.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -3.5% | -7.6% | -11.6% |
| 7D | -12.7% | -6.8% | -5.9% | -13.5% |
| 30D | -28.8% | +34.7% | -63.6% | -24.1% |
| 3M | -38.0% | +31.5% | -69.5% | -34.1% |
| 6M | -45.3% | +21.8% | -67.1% | -41.7% |
| YTD | +1.1% | +48.9% | -47.7% | +4.7% |
| 1Y | +8.6% | +42.1% | -33.5% | +12.6% |
| All | +8.6% | +44.7% | -36.0% | +12.6% |
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