+1,395.2%
RL vs AEIS
+2,105.2%
-710.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.6% |
| 7D | -0.8% | +3.0% | -3.8% | -1.4% |
| 30D | -7.8% | -14.6% | +6.9% | -5.3% |
| 3M | -4.0% | -12.4% | +8.4% | -3.2% |
| 6M | -1.9% | -15.0% | +13.1% | -0.9% |
| YTD | -0.2% | +34.3% | -34.5% | -8.2% |
| 1Y | +10.7% | +87.4% | -76.7% | -5.1% |
| 3Y | +210.8% | +139.8% | +71.0% | +150.9% |
| 5Y | +238.2% | +220.7% | +17.5% | +158.4% |
| 10Y | +313.4% | +531.6% | -218.2% | +168.9% |
| All | +1,395.2% | +2,105.2% | -710.0% | +562.0% |
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