+64.8%
RPRX vs AEIS
+324.2%
-259.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.1% |
| 7D | +5.1% | +3.0% | +2.1% | +4.7% |
| 30D | +11.2% | -14.6% | +25.8% | +13.0% |
| 3M | +16.7% | -12.4% | +29.2% | +16.8% |
| 6M | +36.0% | -15.0% | +51.0% | +35.7% |
| YTD | +67.8% | +34.3% | +33.5% | +55.7% |
| 1Y | +76.7% | +87.4% | -10.7% | +55.5% |
| 3Y | +128.1% | +139.8% | -11.7% | +88.1% |
| 5Y | +82.9% | +220.7% | -137.9% | +38.9% |
| All | +64.8% | +324.2% | -259.5% | +10.6% |
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