-62.8%
RIG vs AEIS
+2,641.0%
-2,703.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.1% |
| 7D | -2.7% | +8.1% | -10.8% | -4.3% |
| 30D | +9.5% | -11.1% | +20.6% | +11.6% |
| 3M | -6.6% | -5.6% | -1.0% | -7.2% |
| 6M | -2.9% | -0.6% | -2.2% | -5.4% |
| YTD | +39.5% | +38.0% | +1.4% | +26.9% |
| 1Y | +82.3% | +87.2% | -5.0% | +55.5% |
| 3Y | -29.6% | +179.7% | -209.3% | -44.8% |
| 5Y | +63.2% | +241.7% | -178.6% | +22.4% |
| 10Y | -45.0% | +547.2% | -592.2% | -62.7% |
| All | -62.8% | +2,641.0% | -2,703.9% | -82.9% |
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 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