+335.2%
AEIS vs RRC
+73.1%
+262.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | +11.5% | +6.4% | +5.1% | +10.3% |
| 30D | -15.8% | +23.9% | -39.6% | -19.1% |
| 3M | -33.3% | +30.2% | -63.5% | -36.7% |
| 6M | -35.2% | +26.3% | -61.4% | -38.4% |
| YTD | +5.0% | +48.1% | -43.1% | -3.6% |
| 1Y | +8.5% | +37.7% | -29.2% | +0.8% |
| 3Y | +152.9% | +60.3% | +92.6% | +127.1% |
| 5Y | +144.6% | +135.3% | +9.3% | +98.5% |
| All | +335.2% | +73.1% | +262.1% | +188.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling