+186.5%
AEE vs RJF
+429.3%
-242.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.2% |
| 30D | -2.9% | -4.3% | +1.3% | -2.1% |
| 3M | -2.4% | +15.7% | -18.1% | -5.5% |
| 6M | -2.7% | +17.8% | -20.5% | -6.4% |
| YTD | +7.3% | +9.2% | -1.9% | +4.6% |
| 1Y | +7.5% | +2.8% | +4.8% | +6.1% |
| 3Y | +46.2% | +69.5% | -23.2% | +26.8% |
| 5Y | +39.7% | +105.9% | -66.2% | +13.1% |
| All | +186.5% | +429.3% | -242.8% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling