+41.2%
AEE vs RJF
+104.0%
-62.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.4% |
| 30D | -2.9% | -4.3% | +1.3% | -2.4% |
| 3M | -2.4% | +15.7% | -18.1% | -4.4% |
| 6M | -2.7% | +17.8% | -20.5% | -5.1% |
| YTD | +7.3% | +9.2% | -1.9% | +5.5% |
| 1Y | +7.5% | +2.8% | +4.8% | +6.7% |
| 3Y | +46.2% | +69.5% | -23.2% | +32.5% |
| All | +41.2% | +104.0% | -62.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling