+211.6%
AEE vs RVTY
+216.9%
-5.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.6% | +4.1% | -3.5% | 0.0% |
| 30D | +8.8% | +1.3% | +7.5% | +8.4% |
| 3M | +5.1% | +33.3% | -28.2% | +0.1% |
| 6M | +5.2% | +58.3% | -53.1% | -2.8% |
| YTD | +16.1% | +62.7% | -46.6% | +6.1% |
| 1Y | +10.4% | +67.2% | -56.8% | +0.3% |
| 3Y | +63.1% | +87.3% | -24.2% | +41.5% |
| 5Y | +55.6% | -13.4% | +69.0% | +53.9% |
| All | +211.6% | +216.9% | -5.3% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling