+188.9%
RBA vs AEE
+191.3%
-2.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.6% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | -9.8% | -2.0% | -7.8% | -9.3% |
| 3M | -23.5% | -2.8% | -20.6% | -22.9% |
| 6M | -21.5% | -3.6% | -17.9% | -20.9% |
| YTD | -21.2% | +7.3% | -28.5% | -23.2% |
| 1Y | -30.2% | +8.7% | -38.9% | -32.3% |
| 3Y | +25.3% | +46.0% | -20.7% | +10.6% |
| 5Y | +35.1% | +39.8% | -4.7% | +20.3% |
| All | +188.9% | +191.3% | -2.4% | +137.1% |
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