+304.8%
RL vs AEIS
+545.5%
-240.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -0.3% | +6.5% | -6.7% | -2.4% |
| 30D | -17.5% | -9.2% | -8.3% | -15.3% |
| 3M | -14.0% | -8.3% | -5.6% | -14.4% |
| 6M | -2.0% | -6.3% | +4.4% | -4.4% |
| YTD | -4.6% | +36.5% | -41.1% | -20.2% |
| 1Y | +9.5% | +84.8% | -75.3% | -19.4% |
| 3Y | +200.5% | +176.6% | +23.9% | +82.8% |
| 5Y | +226.3% | +237.1% | -10.8% | +82.0% |
| 10Y | +304.8% | +554.7% | -249.9% | +67.4% |
| All | +304.8% | +545.5% | -240.8% | +67.4% |
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