+246.9%
RL vs AEE
+43.4%
+203.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | -12.2% | -1.2% | -11.0% | -12.0% |
| 3M | -6.6% | +1.0% | -7.7% | -6.9% |
| 6M | +3.2% | -2.3% | +5.4% | +3.6% |
| YTD | -1.3% | +9.1% | -10.4% | -3.2% |
| 1Y | +13.6% | +10.6% | +3.0% | +11.0% |
| 3Y | +210.9% | +48.5% | +162.4% | +181.3% |
| 5Y | +246.9% | +39.9% | +207.0% | +213.3% |
| All | +246.9% | +43.4% | +203.5% | +213.3% |
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