+528.6%
AEIS vs RY
+371.9%
+156.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.1% |
| 7D | +3.0% | +3.1% | -0.2% | -0.3% |
| 30D | -14.6% | -0.3% | -14.3% | -14.2% |
| 3M | -12.4% | +8.7% | -21.1% | -19.3% |
| 6M | -15.0% | +28.5% | -43.5% | -33.7% |
| YTD | +34.3% | +25.1% | +9.2% | +7.4% |
| 1Y | +87.4% | +46.3% | +41.1% | +28.1% |
| 3Y | +139.8% | +154.9% | -15.2% | -7.1% |
| 5Y | +220.7% | +140.3% | +80.4% | +30.3% |
| All | +528.6% | +371.9% | +156.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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