+186.5%
AEE vs RVTY
+145.6%
+40.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.5% |
| 7D | -0.8% | -4.5% | +3.8% | -0.1% |
| 30D | -2.9% | +5.5% | -8.4% | -3.8% |
| 3M | -2.4% | +22.5% | -24.9% | -5.7% |
| 6M | -2.7% | +38.9% | -41.6% | -8.4% |
| YTD | +7.3% | +28.7% | -21.5% | +1.9% |
| 1Y | +7.5% | +45.5% | -37.9% | -0.3% |
| 3Y | +46.2% | +16.4% | +29.8% | +38.0% |
| 5Y | +39.7% | -32.7% | +72.4% | +44.2% |
| All | +186.5% | +145.6% | +40.9% | +125.3% |
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