+121.7%
RNG vs AEE
+8.8%
+112.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -6.1% | -0.8% | -5.3% | -6.4% |
| 30D | +9.6% | -2.9% | +12.5% | +8.3% |
| 3M | +83.3% | -2.4% | +85.7% | +82.9% |
| 6M | +77.9% | -2.7% | +80.6% | +78.7% |
| YTD | +139.9% | +7.3% | +132.7% | +160.3% |
| 1Y | +121.7% | +7.5% | +114.1% | +144.2% |
| All | +121.7% | +8.8% | +112.9% | +144.2% |
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 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