+817.9%
AEE vs RVTY
+1,561.6%
-743.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -2.3% | +13.2% | -15.5% | -3.9% |
| 3M | +0.2% | +27.2% | -27.0% | -3.2% |
| 6M | -4.7% | +32.4% | -37.2% | -8.8% |
| YTD | +8.1% | +34.9% | -26.8% | +3.0% |
| 1Y | +8.5% | +52.4% | -43.8% | +1.5% |
| 3Y | +48.9% | +12.3% | +36.6% | +43.0% |
| 5Y | +39.9% | -30.8% | +70.7% | +41.9% |
| 10Y | +186.5% | +150.7% | +35.9% | +140.8% |
| All | +817.9% | +1,561.6% | -743.7% | +608.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling