+14.1%
AEE vs RRC
+44.7%
-30.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +2.6% |
| 7D | +4.7% | -6.8% | +11.5% | +5.0% |
| 30D | +13.4% | +34.7% | -21.3% | +11.1% |
| 3M | +4.1% | +31.5% | -27.5% | +2.1% |
| 6M | +2.0% | +21.8% | -19.7% | +0.3% |
| YTD | +15.6% | +48.9% | -33.2% | +11.2% |
| 1Y | +14.1% | +42.1% | -28.0% | +10.3% |
| All | +14.1% | +44.7% | -30.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling