+50.6%
RBRK vs AEIS
-6.4%
+57.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.5% | -2.7% |
| 7D | -7.5% | +2.3% | -9.8% | -7.5% |
| 30D | -10.4% | -14.8% | +4.4% | -10.8% |
| 3M | +21.3% | -15.6% | +36.9% | +19.4% |
| 6M | +50.6% | -8.7% | +59.3% | +46.3% |
| All | +50.6% | -6.4% | +57.1% | +46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling