+554.7%
AEIS vs RRC
+4.5%
+550.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | +6.5% | -1.7% | +8.2% | +6.8% |
| 30D | -9.2% | +3.6% | -12.8% | -9.8% |
| 3M | -8.3% | +8.8% | -17.2% | -10.2% |
| 6M | -6.3% | +0.8% | -7.1% | -7.3% |
| YTD | +36.5% | +19.0% | +17.5% | +30.8% |
| 1Y | +84.8% | +22.9% | +61.8% | +75.5% |
| 3Y | +176.6% | +32.3% | +144.3% | +158.0% |
| 5Y | +237.1% | +151.6% | +85.5% | +171.8% |
| 10Y | +554.7% | +5.5% | +549.2% | +338.7% |
| All | +554.7% | +4.5% | +550.1% | +338.7% |
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