+56.1%
AEE vs RRC
+135.4%
-79.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.4% |
| 7D | +0.2% | -0.5% | +0.6% | +0.2% |
| 30D | +9.7% | +25.2% | -15.5% | +7.6% |
| 3M | +5.8% | +27.8% | -22.0% | +3.6% |
| 6M | +4.5% | +27.2% | -22.8% | +2.2% |
| YTD | +15.8% | +48.2% | -32.3% | +11.8% |
| 1Y | +10.8% | +34.7% | -24.0% | +7.6% |
| 3Y | +62.8% | +62.2% | +0.6% | +54.5% |
| 5Y | +56.1% | +130.9% | -74.8% | +49.0% |
| All | +56.1% | +135.4% | -79.3% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling