+50.6%
RBRK vs AEE
-3.5%
+54.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.6% |
| 7D | -7.5% | -0.8% | -6.7% | -8.1% |
| 30D | -10.4% | -2.9% | -7.5% | -12.9% |
| 3M | +21.3% | -2.4% | +23.7% | +20.2% |
| 6M | +50.6% | -2.7% | +53.4% | +47.4% |
| All | +50.6% | -3.5% | +54.2% | +47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling