+8.6%
AEIS vs RVTY
+74.0%
-65.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.5% | -8.7% | -10.5% |
| 7D | -12.7% | -3.6% | -9.1% | -12.0% |
| 30D | -28.8% | +1.4% | -30.2% | -28.9% |
| 3M | -38.0% | +43.2% | -81.2% | -42.6% |
| 6M | -45.3% | +84.5% | -129.8% | -53.7% |
| YTD | +1.1% | +65.2% | -64.0% | -12.2% |
| 1Y | +8.6% | +74.3% | -65.7% | -8.8% |
| All | +8.6% | +74.0% | -65.4% | -8.8% |
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