+1,582.5%
RL vs AEIS
+1,718.2%
-135.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.5% | -5.9% | -2.3% |
| 7D | -4.4% | +9.5% | -13.8% | -6.1% |
| 30D | +5.6% | -17.5% | +23.1% | +8.6% |
| 3M | -0.6% | -29.3% | +28.6% | +4.7% |
| 6M | +15.5% | -34.7% | +50.2% | +21.7% |
| YTD | +12.3% | +10.7% | +1.6% | +5.9% |
| 1Y | +19.3% | +7.4% | +11.9% | +13.1% |
| 3Y | +255.5% | +161.1% | +94.4% | +180.1% |
| 5Y | +247.1% | +150.7% | +96.3% | +174.5% |
| 10Y | +346.0% | +360.8% | -14.8% | +203.5% |
| All | +1,582.5% | +1,718.2% | -135.7% | +663.9% |
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 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