+56.2%
RIG vs AEE
+38.7%
+17.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.1% | -0.8% | -2.3% | -2.9% |
| 30D | -0.5% | -2.9% | +2.4% | +0.2% |
| 3M | -6.0% | -2.4% | -3.6% | -5.5% |
| 6M | -10.1% | -2.7% | -7.4% | -9.8% |
| YTD | +37.3% | +7.3% | +30.0% | +34.0% |
| 1Y | +73.9% | +7.5% | +66.4% | +69.5% |
| 3Y | -30.2% | +46.2% | -76.4% | -38.8% |
| All | +56.2% | +38.7% | +17.5% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling