+2,766.8%
AEIS vs RRC
+801.5%
+1,965.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | +3.0% | +1.3% | +1.7% | +2.7% |
| 30D | -14.6% | +10.1% | -24.8% | -16.4% |
| 3M | -12.4% | +4.0% | -16.4% | -13.6% |
| 6M | -15.0% | +1.6% | -16.5% | -16.1% |
| YTD | +34.3% | +19.7% | +14.6% | +28.1% |
| 1Y | +87.4% | +21.4% | +66.0% | +77.6% |
| 3Y | +139.8% | +29.7% | +110.1% | +122.8% |
| 5Y | +220.7% | +153.9% | +66.9% | +148.5% |
| 10Y | +531.6% | +10.8% | +520.8% | +383.3% |
| All | +2,766.8% | +801.5% | +1,965.3% | +1,485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling