+896.5%
AEE vs RRC
+447.3%
+449.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.7% | +6.4% | -4.7% | +1.2% |
| 30D | +9.7% | +23.9% | -14.1% | +7.9% |
| 3M | +5.9% | +30.2% | -24.3% | +3.7% |
| 6M | +6.7% | +26.3% | -19.6% | +4.6% |
| YTD | +17.4% | +48.1% | -30.7% | +13.6% |
| 1Y | +12.7% | +37.7% | -25.0% | +9.6% |
| 3Y | +68.2% | +60.3% | +7.9% | +60.6% |
| 5Y | +57.3% | +135.3% | -78.0% | +43.4% |
| 10Y | +220.6% | +73.3% | +147.3% | +177.6% |
| All | +896.5% | +447.3% | +449.2% | +673.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling