+2,263.7%
AEIS vs RRC
+1,015.8%
+1,247.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.2% |
| 7D | +9.5% | -0.5% | +9.9% | +9.6% |
| 30D | -17.5% | +25.2% | -42.7% | -21.3% |
| 3M | -29.3% | +27.8% | -57.1% | -33.0% |
| 6M | -34.7% | +27.2% | -61.9% | -38.4% |
| YTD | +10.7% | +48.2% | -37.4% | +0.8% |
| 1Y | +7.4% | +34.7% | -27.3% | -0.5% |
| 3Y | +161.1% | +62.2% | +98.9% | +131.6% |
| 5Y | +150.7% | +130.9% | +19.8% | +98.3% |
| 10Y | +360.8% | +73.4% | +287.4% | +222.3% |
| All | +2,263.7% | +1,015.8% | +1,247.8% | +1,147.8% |
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 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