+1,862.5%
RL vs AEE
+813.9%
+1,048.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -7.8% | -2.3% | -5.5% | -6.9% |
| 3M | -4.0% | +0.2% | -4.2% | -4.3% |
| 6M | -1.9% | -4.7% | +2.9% | -0.2% |
| YTD | -0.2% | +8.1% | -8.3% | -3.8% |
| 1Y | +10.7% | +8.5% | +2.1% | +6.4% |
| 3Y | +210.8% | +48.9% | +161.9% | +156.0% |
| 5Y | +238.2% | +39.9% | +198.3% | +182.1% |
| 10Y | +313.4% | +186.5% | +126.8% | +139.9% |
| All | +1,862.5% | +813.9% | +1,048.6% | +606.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling