+121.9%
RNG vs AEE
+46.3%
+75.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -6.1% | -0.8% | -5.3% | -6.1% |
| 30D | +9.6% | -2.9% | +12.5% | +9.7% |
| 3M | +83.3% | -2.4% | +85.7% | +83.5% |
| 6M | +77.9% | -2.7% | +80.6% | +78.0% |
| YTD | +139.9% | +7.3% | +132.7% | +136.8% |
| 1Y | +121.7% | +7.5% | +114.1% | +118.1% |
| 3Y | +121.9% | +46.2% | +75.7% | +88.5% |
| All | +121.9% | +46.3% | +75.6% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling