+41.7%
RBA vs AEE
+43.4%
-1.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.3% |
| 7D | -1.1% | +1.3% | -2.4% | -1.5% |
| 30D | -13.2% | -1.2% | -12.0% | -12.9% |
| 3M | -21.4% | +1.0% | -22.4% | -21.7% |
| 6M | -20.9% | -2.3% | -18.6% | -20.5% |
| YTD | -19.9% | +9.1% | -29.0% | -22.8% |
| 1Y | -28.7% | +10.6% | -39.2% | -31.7% |
| 3Y | +27.4% | +48.5% | -21.1% | +8.9% |
| 5Y | +41.7% | +39.9% | +1.9% | +21.6% |
| All | +41.7% | +43.4% | -1.7% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling