+46.3%
AEE vs RJF
+69.1%
-22.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.7% | -4.2% | +3.5% | -0.3% |
| 30D | -2.0% | -3.6% | +1.6% | -1.6% |
| 3M | -2.8% | +15.6% | -18.5% | -4.4% |
| 6M | -3.6% | +17.6% | -21.2% | -5.4% |
| YTD | +7.3% | +9.2% | -1.9% | +5.9% |
| 1Y | +8.7% | +5.5% | +3.2% | +7.8% |
| All | +46.3% | +69.1% | -22.8% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling