+617.4%
RVMD vs AEIS
+286.9%
+330.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.4% |
| 7D | -1.2% | +8.1% | -9.3% | -4.2% |
| 30D | +1.1% | -11.1% | +12.2% | +5.1% |
| 3M | +39.6% | -5.6% | +45.3% | +37.9% |
| 6M | +110.7% | -0.6% | +111.3% | +98.4% |
| YTD | +160.3% | +38.0% | +122.3% | +108.2% |
| 1Y | +404.9% | +87.2% | +317.7% | +244.7% |
| 3Y | +545.5% | +179.7% | +365.8% | +240.7% |
| 5Y | +584.7% | +241.7% | +342.9% | +219.1% |
| All | +617.4% | +286.9% | +330.5% | +211.6% |
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