+817.9%
AEE vs RRC
+342.4%
+475.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | -2.3% | +10.1% | -12.4% | -3.0% |
| 3M | +0.2% | +4.0% | -3.8% | -0.1% |
| 6M | -4.7% | +1.6% | -6.3% | -5.0% |
| YTD | +8.1% | +19.7% | -11.6% | +6.5% |
| 1Y | +8.5% | +21.4% | -12.9% | +6.6% |
| 3Y | +48.9% | +29.7% | +19.2% | +44.5% |
| 5Y | +39.9% | +153.9% | -114.0% | +26.7% |
| 10Y | +186.5% | +10.8% | +175.7% | +157.4% |
| All | +817.9% | +342.4% | +475.5% | +624.8% |
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