-7.7%
RUN vs AEIS
+159.1%
-166.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.8% | -5.5% |
| 7D | -13.7% | +23.2% | -36.9% | -22.1% |
| 30D | +9.4% | -17.0% | +26.4% | +16.6% |
| 3M | -13.4% | -32.2% | +18.7% | +1.1% |
| 6M | -39.6% | -32.6% | -7.0% | -31.8% |
| YTD | -53.7% | +9.4% | -63.1% | -64.3% |
| 1Y | -56.2% | +7.7% | -63.8% | -65.9% |
| All | -7.7% | +159.1% | -166.8% | -75.1% |
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