+221.9%
RL vs AEE
+52.8%
+169.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.2% | +2.1% | -6.2% | -4.6% |
| 30D | +4.3% | +11.4% | -7.1% | +1.9% |
| 3M | -4.6% | +5.0% | -9.6% | -5.6% |
| 6M | +1.7% | +4.4% | -2.7% | +0.7% |
| YTD | +7.3% | +15.4% | -8.0% | +4.0% |
| 1Y | +20.8% | +13.8% | +7.0% | +17.3% |
| 3Y | +247.0% | +58.0% | +189.0% | +209.4% |
| All | +221.9% | +52.8% | +169.0% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling