+130.0%
RF vs AEE
+813.9%
-683.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.3% | +0.3% | +1.0% | +1.1% |
| 30D | -3.6% | -2.3% | -1.3% | -2.3% |
| 3M | +8.1% | +0.2% | +7.9% | +7.6% |
| 6M | +11.5% | -4.7% | +16.2% | +14.1% |
| YTD | +15.6% | +8.1% | +7.5% | +9.3% |
| 1Y | +15.7% | +8.5% | +7.1% | +8.8% |
| 3Y | +86.9% | +48.9% | +38.0% | +42.7% |
| 5Y | +89.8% | +39.9% | +49.9% | +47.2% |
| 10Y | +344.7% | +186.5% | +158.1% | +102.6% |
| All | +130.0% | +813.9% | -683.9% | -52.1% |
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