+1,207.7%
RRX vs AEIS
+2,566.8%
-1,359.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.3% |
| 7D | +3.4% | +3.0% | +0.5% | +2.8% |
| 30D | -11.1% | -14.6% | +3.5% | -8.4% |
| 3M | -23.7% | -12.4% | -11.3% | -21.9% |
| 6M | -22.0% | -15.0% | -7.0% | -19.6% |
| YTD | +16.5% | +34.3% | -17.8% | +9.2% |
| 1Y | +11.5% | +87.4% | -75.9% | -2.5% |
| 3Y | +1.5% | +139.8% | -138.3% | -15.8% |
| 5Y | +18.3% | +220.7% | -202.5% | -7.6% |
| 10Y | +209.8% | +531.6% | -321.8% | +107.9% |
| All | +1,207.7% | +2,566.8% | -1,359.1% | +513.9% |
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