+216.2%
RL vs AEE
+49.6%
+166.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -7.8% | -2.3% | -5.5% | -7.5% |
| 3M | -4.0% | +0.2% | -4.2% | -4.0% |
| 6M | -1.9% | -4.7% | +2.9% | -1.3% |
| YTD | -0.2% | +8.1% | -8.3% | -0.8% |
| 1Y | +10.7% | +8.5% | +2.1% | +9.9% |
| All | +216.2% | +49.6% | +166.6% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling