+66.7%
RSP vs AEIS
+152.4%
-85.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.3% | -9.0% | +0.7% |
| 7D | +0.4% | +1.0% | -0.5% | -0.1% |
| 30D | +3.7% | -24.0% | +27.7% | +7.1% |
| 3M | +0.8% | -32.5% | +33.3% | +5.5% |
| 6M | +9.1% | -38.6% | +47.7% | +14.6% |
| YTD | +16.7% | +4.8% | +11.9% | +8.0% |
| 1Y | +19.7% | +1.3% | +18.4% | +11.4% |
| 3Y | +66.7% | +159.2% | -92.5% | +17.2% |
| All | +66.7% | +152.4% | -85.7% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling