+319.7%
RL vs AEE
+222.5%
+97.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +2.6% | +1.7% | +0.9% | +2.0% |
| 30D | +2.9% | +9.7% | -6.8% | -0.2% |
| 3M | 0.0% | +5.9% | -5.9% | -1.9% |
| 6M | +17.1% | +6.7% | +10.4% | +14.4% |
| YTD | +10.1% | +17.4% | -7.2% | +4.0% |
| 1Y | +17.3% | +12.7% | +4.7% | +12.3% |
| 3Y | +249.3% | +68.2% | +181.1% | +186.4% |
| 5Y | +240.9% | +57.3% | +183.6% | +182.6% |
| All | +319.7% | +222.5% | +97.2% | +189.5% |
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 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