+56.1%
AEE vs RVTY
-9.4%
+65.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.2% |
| 30D | +9.7% | +1.7% | +8.0% | +9.3% |
| 3M | +5.8% | +36.8% | -31.0% | +1.4% |
| 6M | +4.5% | +60.1% | -55.6% | -2.2% |
| YTD | +15.8% | +64.0% | -48.1% | +7.4% |
| 1Y | +10.8% | +68.2% | -57.5% | +2.2% |
| 3Y | +62.8% | +88.8% | -26.0% | +43.1% |
| 5Y | +56.1% | -10.5% | +66.6% | +53.4% |
| All | +56.1% | -9.4% | +65.5% | +53.4% |
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