-17.4%
RMBS vs AEE
+13.9%
-31.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.4% | -4.4% |
| 7D | -8.9% | +4.7% | -13.6% | -6.1% |
| 30D | -24.8% | +13.4% | -38.3% | -19.0% |
| 3M | -17.6% | +4.1% | -21.6% | -15.1% |
| 6M | -25.7% | +2.0% | -27.7% | -23.9% |
| YTD | -9.8% | +15.6% | -25.4% | -9.1% |
| 1Y | -17.4% | +14.1% | -31.5% | -16.6% |
| All | -17.4% | +13.9% | -31.3% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling