+12.9%
RRX vs AEIS
+81.9%
-69.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +1.4% |
| 7D | -0.3% | +2.3% | -2.6% | -1.4% |
| 30D | -6.1% | -14.8% | +8.7% | +0.5% |
| 3M | -23.1% | -15.6% | -7.5% | -18.3% |
| 6M | -19.5% | -8.7% | -10.8% | -18.5% |
| YTD | +16.1% | +37.3% | -21.3% | +1.2% |
| 1Y | +12.9% | +80.3% | -67.4% | -11.8% |
| All | +12.9% | +81.9% | -69.0% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling