+65.3%
RIG vs AEIS
+219.6%
-154.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +2.6% |
| 7D | -4.2% | -0.2% | -3.9% | -4.2% |
| 30D | -0.7% | -16.4% | +15.7% | +5.6% |
| 3M | -4.0% | -11.1% | +7.1% | -4.0% |
| 6M | -6.3% | -12.0% | +5.7% | -8.9% |
| YTD | +39.7% | +30.9% | +8.8% | +11.0% |
| 1Y | +78.1% | +74.3% | +3.8% | +20.9% |
| 3Y | -29.5% | +165.2% | -194.6% | -62.7% |
| 5Y | +65.3% | +220.0% | -154.7% | -24.2% |
| All | +65.3% | +219.6% | -154.2% | -24.2% |
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 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