+54.9%
RMBS vs AEIS
+172.0%
-117.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.8% |
| 7D | +3.5% | +6.5% | -3.0% | -2.0% |
| 30D | -8.6% | -9.2% | +0.6% | -1.7% |
| 3M | -40.3% | -8.3% | -32.0% | -37.4% |
| 6M | -1.0% | -6.3% | +5.3% | +1.0% |
| YTD | -4.6% | +36.5% | -41.1% | -32.6% |
| 1Y | +17.6% | +84.8% | -67.2% | -37.1% |
| All | +54.9% | +172.0% | -117.2% | -42.7% |
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