+1,507.8%
RL vs AEIS
+1,446.7%
+61.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -2.5% |
| 7D | -4.2% | -11.3% | +7.1% | -2.3% |
| 30D | +4.3% | -32.6% | +36.9% | +11.6% |
| 3M | -4.6% | -39.2% | +34.6% | +3.4% |
| 6M | +1.7% | -45.4% | +47.1% | +11.1% |
| YTD | +7.3% | -5.8% | +13.2% | +4.5% |
| 1Y | +20.8% | -10.0% | +30.8% | +18.5% |
| 3Y | +247.0% | +121.2% | +125.8% | +182.2% |
| 5Y | +225.5% | +110.6% | +114.8% | +166.3% |
| 10Y | +363.0% | +326.6% | +36.4% | +220.9% |
| All | +1,507.8% | +1,446.7% | +61.1% | +653.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling