+54.2%
RGTI vs AEE
+45.0%
+9.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | +0.5% | -0.8% | +1.2% | +0.4% |
| 30D | -17.1% | -2.9% | -14.2% | -17.2% |
| 3M | -26.0% | -2.4% | -23.6% | -26.2% |
| 6M | -9.9% | -2.7% | -7.2% | -10.1% |
| YTD | -31.1% | +7.3% | -38.3% | -31.2% |
| 1Y | -8.5% | +7.5% | -16.1% | -8.6% |
| 3Y | +652.2% | +46.2% | +606.0% | +653.4% |
| 5Y | +56.8% | +39.7% | +17.1% | +56.7% |
| All | +54.2% | +45.0% | +9.3% | +53.8% |
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