+40.1%
AEE vs RVTY
-34.2%
+74.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | +1.1% | -5.4% | +6.5% | +1.8% |
| 30D | 0.0% | +6.7% | -6.7% | -0.9% |
| 3M | -0.9% | +19.0% | -19.9% | -3.4% |
| 6M | -2.4% | +34.6% | -37.1% | -6.7% |
| YTD | +8.6% | +28.3% | -19.6% | +4.2% |
| 1Y | +10.2% | +46.0% | -35.9% | +3.1% |
| 3Y | +47.8% | +16.9% | +31.0% | +40.4% |
| 5Y | +40.1% | -32.9% | +73.0% | +42.7% |
| All | +40.1% | -34.2% | +74.3% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling