+207.7%
RBA vs AEE
+222.5%
-14.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | +8.3% | +9.7% | -1.4% | +5.5% |
| 3M | +10.5% | +5.9% | +4.6% | +8.7% |
| 6M | -5.9% | +6.7% | -12.6% | -7.8% |
| YTD | -6.9% | +17.4% | -24.2% | -11.6% |
| 1Y | -4.9% | +12.7% | -17.5% | -8.6% |
| 3Y | +64.5% | +68.2% | -3.8% | +38.9% |
| 5Y | +46.1% | +57.3% | -11.2% | +25.4% |
| All | +207.7% | +222.5% | -14.8% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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