+8.5%
AEE vs RVTY
+57.1%
-48.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.3% | +1.1% | -0.8% | +0.3% |
| 30D | -2.3% | +13.2% | -15.5% | -2.3% |
| 3M | +0.2% | +27.2% | -27.0% | +0.2% |
| 6M | -4.7% | +32.4% | -37.2% | -4.8% |
| YTD | +8.1% | +34.9% | -26.8% | +7.9% |
| 1Y | +8.5% | +52.4% | -43.8% | +8.9% |
| All | +8.5% | +57.1% | -48.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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