-86.8%
RIG vs AEE
+822.6%
-909.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.0% |
| 7D | -2.7% | +1.3% | -4.0% | -3.3% |
| 30D | +9.5% | -1.2% | +10.7% | +10.0% |
| 3M | -6.6% | +1.0% | -7.7% | -7.5% |
| 6M | -2.9% | -2.3% | -0.6% | -2.5% |
| YTD | +39.5% | +9.1% | +30.3% | +32.6% |
| 1Y | +82.3% | +10.6% | +71.7% | +72.0% |
| 3Y | -29.6% | +48.5% | -78.1% | -43.8% |
| 5Y | +63.2% | +39.9% | +23.3% | +32.3% |
| 10Y | -45.0% | +185.7% | -230.7% | -70.9% |
| All | -86.8% | +822.6% | -909.4% | -95.9% |
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