+324.6%
RL vs AEIS
+350.2%
-25.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +2.4% | +23.2% | -20.9% | -4.8% |
| 30D | +4.6% | -17.0% | +21.6% | +9.5% |
| 3M | -1.1% | -32.2% | +31.0% | +9.7% |
| 6M | +16.5% | -32.6% | +49.1% | +25.5% |
| YTD | +11.4% | +9.4% | +2.0% | -2.0% |
| 1Y | +16.1% | +7.7% | +8.4% | +2.5% |
| 3Y | +252.6% | +157.9% | +94.7% | +113.8% |
| 5Y | +244.9% | +154.8% | +90.1% | +106.1% |
| All | +324.6% | +350.2% | -25.7% | +95.3% |
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