+247.0%
RL vs AEIS
+117.1%
+129.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -3.0% |
| 7D | -4.2% | -11.3% | +7.1% | -1.7% |
| 30D | +4.3% | -32.6% | +36.9% | +14.9% |
| 3M | -4.6% | -39.2% | +34.6% | +7.2% |
| 6M | +1.7% | -45.4% | +47.1% | +15.7% |
| YTD | +7.3% | -5.8% | +13.2% | -3.1% |
| 1Y | +20.8% | -10.0% | +30.8% | +10.7% |
| 3Y | +247.0% | +121.2% | +125.8% | +105.9% |
| All | +247.0% | +117.1% | +129.8% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling