-19.9%
RUN vs AEIS
+767.7%
-787.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +3.6% |
| 7D | -13.5% | +11.5% | -25.0% | -19.6% |
| 30D | +18.3% | -15.8% | +34.1% | +25.0% |
| 3M | -12.5% | -33.3% | +20.8% | +4.7% |
| 6M | -40.3% | -35.2% | -5.1% | -30.6% |
| YTD | -53.1% | +5.0% | -58.1% | -62.5% |
| 1Y | -54.3% | +8.5% | -62.7% | -64.2% |
| 3Y | -6.5% | +152.9% | -159.4% | -60.4% |
| 5Y | -85.3% | +144.6% | -229.9% | -93.4% |
| 10Y | +68.9% | +337.1% | -268.2% | -49.0% |
| All | -19.9% | +767.7% | -787.5% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling