-22.1%
RMD vs AEIS
+238.7%
-260.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -4.7% | +6.5% | -11.2% | -5.9% |
| 30D | +0.2% | -9.2% | +9.4% | +1.6% |
| 3M | +12.0% | -8.3% | +20.4% | +10.9% |
| 6M | -12.5% | -6.3% | -6.2% | -15.0% |
| YTD | -7.9% | +36.5% | -44.4% | -20.1% |
| 1Y | -20.4% | +84.8% | -105.1% | -37.6% |
| 3Y | +53.1% | +176.6% | -123.5% | +0.4% |
| 5Y | -22.1% | +237.1% | -259.2% | -53.1% |
| All | -22.1% | +238.7% | -260.9% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling