+41.5%
RUN vs AEIS
+531.1%
-489.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +0.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -14.0% | -16.4% | +2.5% | -4.7% |
| 3M | -27.5% | -11.1% | -16.3% | -25.9% |
| 6M | -29.0% | -12.0% | -16.9% | -29.1% |
| YTD | -53.1% | +30.9% | -84.0% | -65.4% |
| 1Y | -46.7% | +74.3% | -121.1% | -68.1% |
| 3Y | -38.3% | +165.2% | -203.5% | -73.3% |
| 5Y | -80.7% | +220.0% | -300.7% | -92.4% |
| All | +41.5% | +531.1% | -489.6% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling