-6.9%
RBA vs AEE
+11.1%
-18.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | +6.8% | +8.8% | -2.0% | +6.4% |
| 3M | +9.5% | +5.1% | +4.4% | +8.9% |
| 6M | -8.2% | +5.2% | -13.4% | -8.5% |
| YTD | -7.7% | +16.1% | -23.8% | -6.1% |
| 1Y | -6.9% | +10.4% | -17.3% | -5.6% |
| All | -6.9% | +11.1% | -18.0% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling