+554.7%
AEIS vs RVTY
+134.6%
+420.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.4% |
| 7D | +6.5% | -5.4% | +11.9% | +9.9% |
| 30D | -9.2% | +6.7% | -15.9% | -13.0% |
| 3M | -8.3% | +19.0% | -27.4% | -18.7% |
| 6M | -6.3% | +34.6% | -41.0% | -24.2% |
| YTD | +36.5% | +28.3% | +8.2% | +12.9% |
| 1Y | +84.8% | +46.0% | +38.7% | +39.8% |
| 3Y | +176.6% | +16.9% | +159.7% | +131.1% |
| 5Y | +237.1% | -32.9% | +270.0% | +297.1% |
| 10Y | +554.7% | +141.6% | +413.0% | +213.9% |
| All | +554.7% | +134.6% | +420.1% | +213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling