-40.3%
RUN vs AEIS
-33.8%
-6.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.0% |
| 7D | -13.5% | +11.5% | -25.0% | -15.2% |
| 30D | +18.3% | -15.8% | +34.1% | +22.5% |
| 3M | -12.5% | -33.3% | +20.8% | -3.2% |
| 6M | -40.3% | -35.2% | -5.1% | -35.2% |
| All | -40.3% | -33.8% | -6.5% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling