+4,089.7%
RBA vs AEE
+1,002.3%
+3,087.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +2.5% | +2.3% | +0.2% | +1.9% |
| 30D | +11.6% | +11.6% | 0.0% | +8.3% |
| 3M | +1.5% | +5.5% | -4.0% | 0.0% |
| 6M | -6.6% | +6.0% | -12.7% | -8.3% |
| YTD | -6.3% | +16.6% | -22.8% | -10.6% |
| 1Y | -4.0% | +12.1% | -16.0% | -7.4% |
| 3Y | +47.3% | +64.2% | -17.0% | +26.7% |
| 5Y | +47.7% | +59.1% | -11.5% | +27.5% |
| 10Y | +224.7% | +210.2% | +14.5% | +129.0% |
| All | +4,089.7% | +1,002.3% | +3,087.5% | +2,171.1% |
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 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