+601.2%
RMBS vs AEE
+818.5%
-217.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +3.5% | +1.1% | +2.4% | +3.0% |
| 30D | -8.6% | 0.0% | -8.6% | -8.6% |
| 3M | -40.3% | -0.9% | -39.4% | -40.6% |
| 6M | -1.0% | -2.4% | +1.4% | -1.2% |
| YTD | -4.6% | +8.6% | -13.3% | -9.0% |
| 1Y | +17.6% | +10.2% | +7.4% | +11.2% |
| 3Y | +58.6% | +47.8% | +10.8% | +29.2% |
| 5Y | +270.9% | +40.1% | +230.8% | +203.8% |
| 10Y | +569.1% | +195.0% | +374.1% | +271.7% |
| All | +601.2% | +818.5% | -217.3% | +159.9% |
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