+212.8%
RDDT vs AEIS
+198.2%
+14.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.4% | +0.2% |
| 7D | +2.1% | +2.3% | -0.1% | +1.3% |
| 30D | +2.8% | -14.8% | +17.6% | +7.1% |
| 3M | -8.9% | -15.6% | +6.6% | -7.0% |
| 6M | +15.1% | -8.7% | +23.8% | +10.6% |
| YTD | -31.4% | +37.3% | -68.7% | -47.6% |
| 1Y | -39.4% | +80.3% | -119.8% | -60.9% |
| All | +212.8% | +198.2% | +14.6% | +36.9% |
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 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