+271.5%
RMD vs AEIS
+562.2%
-290.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.7% |
| 7D | -4.4% | +2.3% | -6.7% | -5.0% |
| 30D | -3.1% | -14.8% | +11.7% | -0.1% |
| 3M | +13.8% | -15.6% | +29.4% | +15.3% |
| 6M | -8.6% | -8.7% | +0.1% | -10.5% |
| YTD | -8.6% | +37.3% | -46.0% | -20.7% |
| 1Y | -19.7% | +80.3% | -100.0% | -36.1% |
| 3Y | +48.4% | +177.9% | -129.6% | +0.2% |
| 5Y | -22.7% | +235.8% | -258.6% | -51.6% |
| All | +271.5% | +562.2% | -290.7% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling