+304.8%
RL vs AEE
+186.8%
+118.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -0.3% | +1.1% | -1.3% | -0.6% |
| 30D | -17.5% | 0.0% | -17.5% | -17.5% |
| 3M | -14.0% | -0.9% | -13.1% | -13.9% |
| 6M | -2.0% | -2.4% | +0.4% | -1.4% |
| YTD | -4.6% | +8.6% | -13.2% | -7.4% |
| 1Y | +9.5% | +10.2% | -0.6% | +5.7% |
| 3Y | +200.5% | +47.8% | +152.6% | +158.4% |
| 5Y | +226.3% | +40.1% | +186.2% | +182.9% |
| 10Y | +304.8% | +195.0% | +109.8% | +210.5% |
| All | +304.8% | +186.8% | +118.0% | +210.5% |
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