+20.3%
RL vs AEIS
-2.1%
+22.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.3% | -5.5% | +4.1% |
| 7D | +0.2% | +1.0% | -0.7% | -0.4% |
| 30D | +7.3% | -24.0% | +31.4% | +11.2% |
| 3M | +1.0% | -32.5% | +33.5% | +6.2% |
| 6M | +11.8% | -38.6% | +50.3% | +18.1% |
| YTD | +13.6% | +4.8% | +8.8% | +4.9% |
| All | +20.3% | -2.1% | +22.4% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling