+17.8%
RDW vs AEIS
-10.3%
+28.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +4.0% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | -19.5% | -16.4% | -3.1% | -11.4% |
| 3M | -26.9% | -11.1% | -15.8% | -24.8% |
| 6M | +17.8% | -12.0% | +29.8% | +19.2% |
| All | +17.8% | -10.3% | +28.1% | +19.2% |
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