+2,263.7%
AEIS vs RVTY
+2,223.9%
+39.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.7% |
| 7D | +9.5% | -0.7% | +10.2% | +10.3% |
| 30D | -17.5% | +1.7% | -19.3% | -17.6% |
| 3M | -29.3% | +36.8% | -66.1% | -39.5% |
| 6M | -34.7% | +60.1% | -94.8% | -48.9% |
| YTD | +10.7% | +64.0% | -53.2% | -15.6% |
| 1Y | +7.4% | +68.2% | -60.8% | -19.4% |
| 3Y | +161.1% | +88.8% | +72.3% | +82.7% |
| 5Y | +150.7% | -10.5% | +161.2% | +145.9% |
| 10Y | +360.8% | +219.7% | +141.2% | +147.3% |
| All | +2,263.7% | +2,223.9% | +39.8% | +612.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling