-3.4%
RMD vs AEIS
+139.8%
-143.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +3.1% | -6.9% | +10.0% | +3.8% |
| 30D | +1.8% | -23.2% | +25.0% | +5.5% |
| 3M | +6.7% | -29.5% | +36.2% | +11.5% |
| 6M | +13.9% | -37.9% | +51.8% | +19.8% |
| YTD | -2.0% | +6.0% | -8.0% | -12.6% |
| 1Y | -5.4% | +1.2% | -6.6% | -14.7% |
| 3Y | +67.4% | +150.0% | -82.6% | +6.0% |
| All | -3.4% | +139.8% | -143.3% | -39.5% |
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