+11.2%
RBRK vs AEIS
+81.9%
-70.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.5% | -3.1% |
| 7D | -7.5% | +2.3% | -9.8% | -7.7% |
| 30D | -10.4% | -14.8% | +4.4% | -9.4% |
| 3M | +21.3% | -15.6% | +36.9% | +21.4% |
| 6M | +50.6% | -8.7% | +59.3% | +44.9% |
| YTD | +13.3% | +37.3% | -24.0% | -7.8% |
| 1Y | +11.2% | +80.3% | -69.1% | -20.9% |
| All | +11.2% | +81.9% | -70.7% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling