+1,984.4%
RSG vs AEIS
+2,368.4%
-384.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.8% |
| 7D | -0.7% | +8.1% | -8.9% | -1.6% |
| 30D | +3.3% | -11.1% | +14.4% | +4.4% |
| 3M | +8.5% | -5.6% | +14.1% | +7.8% |
| 6M | -3.5% | -0.6% | -2.9% | -5.4% |
| YTD | +5.5% | +38.0% | -32.5% | -0.8% |
| 1Y | -1.7% | +87.2% | -89.0% | -11.3% |
| 3Y | +56.9% | +179.7% | -122.8% | +32.1% |
| 5Y | +89.4% | +241.7% | -152.4% | +53.1% |
| 10Y | +412.5% | +547.2% | -134.7% | +265.1% |
| All | +1,984.4% | +2,368.4% | -384.0% | +858.6% |
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