+186.6%
AEE vs RRC
+6.5%
+180.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.2% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | -2.0% | +3.0% | -4.9% | -2.1% |
| 3M | -2.8% | +7.3% | -10.1% | -3.1% |
| 6M | -3.6% | +3.6% | -7.1% | -3.8% |
| YTD | +7.3% | +19.4% | -12.1% | +6.4% |
| 1Y | +8.7% | +21.4% | -12.7% | +7.6% |
| 3Y | +46.0% | +32.8% | +13.3% | +43.5% |
| 5Y | +39.8% | +152.0% | -112.2% | +33.8% |
| All | +186.6% | +6.5% | +180.1% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling