+47.7%
RBA vs AEE
+58.9%
-11.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +2.5% | +2.3% | +0.2% | +1.8% |
| 30D | +11.6% | +11.6% | 0.0% | +8.0% |
| 3M | +1.5% | +5.5% | -4.0% | -0.2% |
| 6M | -6.6% | +6.0% | -12.7% | -8.5% |
| YTD | -6.3% | +16.6% | -22.8% | -11.3% |
| 1Y | -4.0% | +12.1% | -16.0% | -7.9% |
| 3Y | +47.3% | +64.2% | -17.0% | +22.6% |
| 5Y | +47.7% | +59.1% | -11.5% | +24.0% |
| All | +47.7% | +58.9% | -11.3% | +24.0% |
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 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