+2,162.5%
AEIS vs RRC
+1,001.6%
+1,160.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.8% | -3.7% | +0.1% |
| 7D | -6.9% | -5.2% | -1.7% | -5.8% |
| 30D | -23.2% | +25.2% | -48.4% | -26.8% |
| 3M | -29.5% | +27.4% | -56.9% | -33.1% |
| 6M | -37.9% | +27.0% | -64.9% | -41.4% |
| YTD | +6.0% | +46.3% | -40.3% | -3.3% |
| 1Y | +1.2% | +37.1% | -35.9% | -6.6% |
| 3Y | +150.0% | +60.2% | +89.8% | +122.2% |
| 5Y | +141.9% | +136.6% | +5.2% | +90.4% |
| 10Y | +356.2% | +68.8% | +287.4% | +220.7% |
| All | +2,162.5% | +1,001.6% | +1,160.9% | +1,097.3% |
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