+150.0%
AEIS vs RRC
+57.4%
+92.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.8% | -3.7% | -0.1% |
| 7D | -6.9% | -5.2% | -1.7% | -5.5% |
| 30D | -23.2% | +25.2% | -48.4% | -27.5% |
| 3M | -29.5% | +27.4% | -56.9% | -34.0% |
| 6M | -37.9% | +27.0% | -64.9% | -42.2% |
| YTD | +6.0% | +46.3% | -40.3% | -8.2% |
| 1Y | +1.2% | +37.1% | -35.9% | -10.2% |
| 3Y | +150.0% | +60.2% | +89.8% | +100.6% |
| All | +150.0% | +57.4% | +92.6% | +100.6% |
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 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