+2,766.8%
AEIS vs RY
+11,701.9%
-8,935.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.9% |
| 7D | +3.0% | +3.1% | -0.2% | +0.6% |
| 30D | -14.6% | -0.3% | -14.3% | -14.3% |
| 3M | -12.4% | +8.7% | -21.1% | -17.4% |
| 6M | -15.0% | +28.5% | -43.5% | -28.8% |
| YTD | +34.3% | +25.1% | +9.2% | +14.6% |
| 1Y | +87.4% | +46.3% | +41.1% | +42.8% |
| 3Y | +139.8% | +154.9% | -15.2% | +22.5% |
| 5Y | +220.7% | +140.3% | +80.4% | +71.1% |
| 10Y | +531.6% | +377.0% | +154.6% | +116.9% |
| All | +2,766.8% | +11,701.9% | -8,935.1% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling