+121.2%
AEIS vs RY
+155.6%
-34.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +7.4% |
| 7D | -11.3% | -0.9% | -10.4% | -10.7% |
| 30D | -32.6% | +5.9% | -38.4% | -36.7% |
| 3M | -39.2% | -4.3% | -34.9% | -36.3% |
| 6M | -45.4% | +12.1% | -57.5% | -51.6% |
| YTD | -5.8% | +20.3% | -26.1% | -22.7% |
| 1Y | -10.0% | +41.0% | -51.0% | -37.0% |
| 3Y | +121.2% | +157.5% | -36.4% | -15.4% |
| All | +121.2% | +155.6% | -34.4% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling