+27,603.2%
RMD vs AEIS
+2,566.8%
+25,036.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | -5.0% | +3.0% | -7.9% | -5.4% |
| 30D | +2.2% | -14.6% | +16.9% | +4.4% |
| 3M | +17.8% | -12.4% | +30.3% | +18.1% |
| 6M | -11.3% | -15.0% | +3.6% | -11.3% |
| YTD | -4.4% | +34.3% | -38.7% | -11.4% |
| 1Y | -15.7% | +87.4% | -103.1% | -26.4% |
| 3Y | +47.7% | +139.8% | -92.0% | +21.8% |
| 5Y | -19.2% | +220.7% | -240.0% | -36.9% |
| 10Y | +280.4% | +531.6% | -251.2% | +156.4% |
| All | +27,603.2% | +2,566.8% | +25,036.4% | +10,641.9% |
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 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