+518.6%
RVMD vs AEIS
+160.8%
+357.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.1% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -1.1% | -16.4% | +15.3% | +3.0% |
| 3M | +41.0% | -11.1% | +52.2% | +42.0% |
| 6M | +105.7% | -12.0% | +117.7% | +104.3% |
| YTD | +155.3% | +30.9% | +124.4% | +121.9% |
| 1Y | +402.7% | +74.3% | +328.4% | +290.4% |
| All | +518.6% | +160.8% | +357.8% | +222.3% |
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