+822.5%
AEE vs RJF
+3,216.0%
-2,393.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | 0.0% | -2.0% | +2.0% | +0.3% |
| 3M | -0.9% | +16.3% | -17.2% | -3.8% |
| 6M | -2.4% | +16.9% | -19.3% | -5.5% |
| YTD | +8.6% | +10.4% | -1.8% | +6.1% |
| 1Y | +10.2% | +7.4% | +2.7% | +8.0% |
| 3Y | +47.8% | +72.2% | -24.4% | +31.3% |
| 5Y | +40.1% | +105.1% | -65.0% | +18.7% |
| 10Y | +195.0% | +430.9% | -235.9% | +102.5% |
| All | +822.5% | +3,216.0% | -2,393.5% | +329.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling