-80.3%
RUN vs AEIS
+238.7%
-319.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.4% | -3.8% |
| 7D | -1.8% | +6.5% | -8.2% | -6.0% |
| 30D | -10.8% | -9.2% | -1.7% | -5.9% |
| 3M | -30.2% | -8.3% | -21.8% | -30.4% |
| 6M | -22.3% | -6.3% | -16.0% | -27.2% |
| YTD | -52.2% | +36.5% | -88.7% | -68.8% |
| 1Y | -45.1% | +84.8% | -129.9% | -73.1% |
| 3Y | -37.1% | +176.6% | -213.7% | -80.7% |
| 5Y | -80.3% | +237.1% | -317.4% | -95.0% |
| All | -80.3% | +238.7% | -319.0% | -95.0% |
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