+241.7%
AEIS vs RRC
+153.5%
+88.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | +8.1% | -1.2% | +9.3% | +8.4% |
| 30D | -11.1% | +9.4% | -20.6% | -13.0% |
| 3M | -5.6% | +7.4% | -13.0% | -7.6% |
| 6M | -0.6% | +1.5% | -2.1% | -2.0% |
| YTD | +38.0% | +19.4% | +18.6% | +30.6% |
| 1Y | +87.2% | +24.2% | +63.0% | +74.7% |
| 3Y | +179.7% | +32.8% | +146.9% | +156.2% |
| 5Y | +241.7% | +152.9% | +88.8% | +172.8% |
| All | +241.7% | +153.5% | +88.2% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling