-34.1%
RUN vs AEIS
+173.5%
-207.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.1% |
| 7D | +10.2% | +8.1% | +2.0% | +5.4% |
| 30D | -9.6% | -11.1% | +1.5% | -4.3% |
| 3M | -31.5% | -5.6% | -25.9% | -32.6% |
| 6M | -18.7% | -0.6% | -18.1% | -25.5% |
| YTD | -49.9% | +38.0% | -87.9% | -64.9% |
| 1Y | -45.5% | +87.2% | -132.7% | -70.1% |
| 3Y | -34.1% | +179.7% | -213.8% | -77.2% |
| All | -34.1% | +173.5% | -207.6% | -77.2% |
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