+244.0%
RL vs AEIS
+219.5%
+24.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.1% |
| 7D | -0.8% | +3.0% | -3.8% | -1.9% |
| 30D | -7.8% | -14.6% | +6.9% | -2.9% |
| 3M | -4.0% | -12.4% | +8.4% | -3.3% |
| 6M | -1.9% | -15.0% | +13.1% | -1.4% |
| YTD | -0.2% | +34.3% | -34.5% | -19.9% |
| 1Y | +10.7% | +87.4% | -76.7% | -25.8% |
| 3Y | +210.8% | +139.8% | +71.0% | +73.6% |
| All | +244.0% | +219.5% | +24.5% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling