+176.3%
AEIS vs RRC
+31.0%
+145.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | +6.5% | -1.7% | +8.2% | +7.0% |
| 30D | -9.2% | +3.6% | -12.8% | -10.2% |
| 3M | -8.3% | +8.8% | -17.2% | -11.2% |
| 6M | -6.3% | +0.8% | -7.1% | -7.8% |
| YTD | +36.5% | +19.0% | +17.5% | +25.4% |
| 1Y | +84.8% | +22.9% | +61.8% | +65.8% |
| All | +176.3% | +31.0% | +145.2% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling