+346.0%
RL vs AEE
+216.2%
+129.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -4.4% | +0.2% | -4.5% | -4.4% |
| 30D | +5.6% | +9.7% | -4.1% | +2.4% |
| 3M | -0.6% | +5.8% | -6.4% | -2.5% |
| 6M | +15.5% | +4.5% | +11.0% | +13.6% |
| YTD | +12.3% | +15.8% | -3.5% | +6.6% |
| 1Y | +19.3% | +10.8% | +8.6% | +14.9% |
| 3Y | +255.5% | +62.8% | +192.7% | +194.7% |
| 5Y | +247.1% | +56.1% | +191.0% | +188.1% |
| 10Y | +346.0% | +216.4% | +129.6% | +196.6% |
| All | +346.0% | +216.2% | +129.8% | +196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling