-35.5%
RBLX vs AEIS
+178.3%
-213.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.4% |
| 7D | +10.2% | +8.1% | +2.1% | +6.8% |
| 30D | +18.6% | -11.1% | +29.7% | +23.2% |
| 3M | +6.0% | -5.6% | +11.6% | +2.1% |
| 6M | -29.5% | -0.6% | -28.8% | -36.3% |
| YTD | -44.7% | +38.0% | -82.7% | -58.8% |
| 1Y | -65.1% | +87.2% | -152.3% | -78.7% |
| 3Y | +54.5% | +179.7% | -125.2% | -33.2% |
| 5Y | -46.3% | +241.7% | -288.1% | -80.8% |
| All | -35.5% | +178.3% | -213.8% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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