+8.2%
RBRK vs AEE
+8.8%
-0.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.7% | +0.3% | +0.3% | +0.9% |
| 30D | +10.4% | -2.3% | +12.7% | +8.3% |
| 3M | +21.6% | +0.2% | +21.4% | +23.1% |
| 6M | +70.7% | -4.7% | +75.5% | +66.2% |
| YTD | +22.5% | +8.1% | +14.4% | +31.0% |
| 1Y | +8.2% | +8.5% | -0.3% | +18.0% |
| All | +8.2% | +8.8% | -0.6% | +18.0% |
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 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