+2.0%
RDW vs AEIS
+157.1%
-155.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -5.3% |
| 7D | +0.9% | +2.3% | -1.4% | -0.7% |
| 30D | -21.3% | -14.8% | -6.5% | -13.9% |
| 3M | -37.9% | -15.6% | -22.3% | -33.0% |
| 6M | +12.3% | -8.7% | +21.0% | +13.2% |
| YTD | +39.7% | +37.3% | +2.4% | +7.0% |
| 1Y | +25.7% | +80.3% | -54.7% | -19.2% |
| 3Y | +230.8% | +177.9% | +52.9% | +61.8% |
| 5Y | -8.8% | +235.8% | -244.6% | -59.5% |
| All | +2.0% | +157.1% | -155.1% | -53.6% |
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