-6.1%
RDW vs AEIS
+232.6%
-238.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -5.7% |
| 7D | +0.9% | +2.3% | -1.4% | -1.0% |
| 30D | -21.3% | -14.8% | -6.5% | -12.8% |
| 3M | -37.9% | -15.6% | -22.3% | -32.6% |
| 6M | +12.3% | -8.7% | +21.0% | +12.1% |
| YTD | +39.7% | +37.3% | +2.4% | 0.0% |
| 1Y | +25.7% | +80.3% | -54.7% | -27.7% |
| 3Y | +230.8% | +177.9% | +52.9% | +33.4% |
| All | -6.1% | +232.6% | -238.7% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling