+1,030.0%
RMBS vs AEIS
+3,130.2%
-2,100.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.3% |
| 7D | -0.3% | +3.0% | -3.3% | -1.6% |
| 30D | -12.2% | -14.6% | +2.5% | -6.2% |
| 3M | -49.5% | -12.4% | -37.1% | -46.4% |
| 6M | -7.1% | -15.0% | +7.8% | 0.0% |
| YTD | -7.0% | +34.3% | -41.3% | -17.2% |
| 1Y | +13.3% | +87.4% | -74.0% | -11.1% |
| 3Y | +49.2% | +139.8% | -90.5% | +8.7% |
| 5Y | +250.0% | +220.7% | +29.2% | +127.8% |
| 10Y | +495.1% | +531.6% | -36.5% | +176.3% |
| All | +1,030.0% | +3,130.2% | -2,100.2% | +162.0% |
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