-42.2%
RIG vs AEIS
+562.2%
-604.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -4.1% |
| 7D | -3.1% | +2.3% | -5.3% | -4.3% |
| 30D | -0.5% | -14.8% | +14.3% | +6.1% |
| 3M | -6.0% | -15.6% | +9.6% | -3.0% |
| 6M | -10.1% | -8.7% | -1.4% | -14.3% |
| YTD | +37.3% | +37.3% | 0.0% | +4.4% |
| 1Y | +73.9% | +80.3% | -6.4% | +12.6% |
| 3Y | -30.2% | +177.9% | -208.1% | -65.8% |
| 5Y | +62.5% | +235.8% | -173.4% | -31.7% |
| All | -42.2% | +562.2% | -604.4% | -81.9% |
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 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