+87.4%
AEIS vs RVTY
+57.1%
+30.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +3.0% | +1.1% | +1.9% | +2.6% |
| 30D | -14.6% | +13.2% | -27.9% | -17.7% |
| 3M | -12.4% | +27.2% | -39.7% | -19.4% |
| 6M | -15.0% | +32.4% | -47.4% | -23.2% |
| YTD | +34.3% | +34.9% | -0.6% | +18.7% |
| 1Y | +87.4% | +52.4% | +35.0% | +52.5% |
| All | +87.4% | +57.1% | +30.3% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling