+90.0%
RSG vs AEIS
+232.6%
-142.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | +0.7% |
| 7D | 0.0% | +2.3% | -2.2% | 0.0% |
| 30D | +4.0% | -14.8% | +18.8% | +4.1% |
| 3M | +7.4% | -15.6% | +23.0% | +7.6% |
| 6M | +0.1% | -8.7% | +8.8% | -0.3% |
| YTD | +6.0% | +37.3% | -31.3% | +3.0% |
| 1Y | -3.0% | +80.3% | -83.3% | -7.8% |
| 3Y | +56.5% | +177.9% | -121.4% | +40.4% |
| All | +90.0% | +232.6% | -142.6% | +61.8% |
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 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