+273.7%
RMD vs AEE
+191.3%
+82.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.4% |
| 7D | -4.2% | -0.7% | -3.5% | -3.9% |
| 30D | -2.1% | -2.0% | -0.1% | -1.2% |
| 3M | +13.8% | -2.8% | +16.6% | +15.0% |
| 6M | -10.6% | -3.6% | -7.0% | -9.5% |
| YTD | -8.1% | +7.3% | -15.4% | -12.1% |
| 1Y | -18.0% | +8.7% | -26.7% | -22.2% |
| 3Y | +52.9% | +46.0% | +6.8% | +22.1% |
| 5Y | -22.3% | +39.8% | -62.0% | -37.3% |
| All | +273.7% | +191.3% | +82.4% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling