-22.1%
RMD vs AEE
+39.2%
-61.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -4.7% | +1.1% | -5.8% | -5.1% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | +12.0% | -0.9% | +12.9% | +12.1% |
| 6M | -12.5% | -2.4% | -10.1% | -12.1% |
| YTD | -7.9% | +8.6% | -16.6% | -11.4% |
| 1Y | -20.4% | +10.2% | -30.5% | -23.8% |
| 3Y | +53.1% | +47.8% | +5.3% | +29.7% |
| 5Y | -22.1% | +40.1% | -62.2% | -32.6% |
| All | -22.1% | +39.2% | -61.3% | -32.6% |
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 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