+4,085.4%
RBA vs AEE
+995.1%
+3,090.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +9.0% | +9.7% | -0.8% | +6.2% |
| 3M | +7.2% | +5.8% | +1.4% | +5.5% |
| 6M | -7.8% | +4.5% | -12.2% | -9.0% |
| YTD | -6.4% | +15.8% | -22.2% | -10.5% |
| 1Y | -4.2% | +10.8% | -14.9% | -7.3% |
| 3Y | +64.1% | +62.8% | +1.3% | +41.5% |
| 5Y | +48.4% | +56.1% | -7.7% | +28.8% |
| 10Y | +209.9% | +216.4% | -6.5% | +117.5% |
| All | +4,085.4% | +995.1% | +3,090.2% | +2,172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling