-46.7%
RUN vs AEIS
+76.3%
-123.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.4% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -14.0% | -16.4% | +2.5% | -8.5% |
| 3M | -27.5% | -11.1% | -16.3% | -26.3% |
| 6M | -29.0% | -12.0% | -16.9% | -29.9% |
| YTD | -53.1% | +30.9% | -84.0% | -63.0% |
| 1Y | -46.7% | +74.3% | -121.1% | -64.0% |
| All | -46.7% | +76.3% | -123.0% | -64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling