+54.2%
RGTI vs AEIS
+153.9%
-99.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -3.3% |
| 7D | +0.5% | +2.3% | -1.8% | -1.6% |
| 30D | -17.1% | -14.8% | -2.3% | -6.5% |
| 3M | -26.0% | -15.6% | -10.4% | -18.2% |
| 6M | -9.9% | -8.7% | -1.2% | -9.8% |
| YTD | -31.1% | +37.3% | -68.4% | -54.3% |
| 1Y | -8.5% | +80.3% | -88.8% | -52.4% |
| 3Y | +652.2% | +177.9% | +474.3% | +193.5% |
| 5Y | +56.8% | +235.8% | -179.1% | -43.3% |
| All | +54.2% | +153.9% | -99.7% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling