-85.5%
RUN vs AEIS
+145.4%
-230.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.8% | -5.3% |
| 7D | -13.7% | +23.2% | -36.9% | -25.0% |
| 30D | +9.4% | -17.0% | +26.4% | +18.0% |
| 3M | -13.4% | -32.2% | +18.7% | +4.8% |
| 6M | -39.6% | -32.6% | -7.0% | -30.7% |
| YTD | -53.7% | +9.4% | -63.1% | -67.2% |
| 1Y | -56.2% | +7.7% | -63.8% | -68.6% |
| 3Y | -9.7% | +157.9% | -167.7% | -75.0% |
| 5Y | -85.5% | +154.8% | -240.2% | -96.0% |
| All | -85.5% | +145.4% | -230.9% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling