+241.7%
AEIS vs RVTY
-32.1%
+273.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +4.0% |
| 7D | +8.1% | +0.4% | +7.7% | +7.8% |
| 30D | -11.1% | +10.8% | -22.0% | -15.9% |
| 3M | -5.6% | +26.8% | -32.4% | -17.6% |
| 6M | -0.6% | +39.3% | -40.0% | -18.7% |
| YTD | +38.0% | +31.6% | +6.4% | +15.8% |
| 1Y | +87.2% | +47.7% | +39.5% | +46.3% |
| 3Y | +179.7% | +19.9% | +159.8% | +137.9% |
| 5Y | +241.7% | -32.3% | +274.1% | +289.7% |
| All | +241.7% | -32.1% | +273.9% | +289.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling