+287.7%
RNG vs AEE
+357.7%
-69.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.3% | -4.6% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | +11.4% | -1.2% | +12.6% | +11.7% |
| 3M | +72.1% | +1.0% | +71.1% | +71.3% |
| 6M | +67.9% | -2.3% | +70.2% | +68.1% |
| YTD | +144.3% | +9.1% | +135.2% | +136.2% |
| 1Y | +117.5% | +10.6% | +107.0% | +108.8% |
| 3Y | +123.9% | +48.5% | +75.4% | +92.4% |
| 5Y | -70.1% | +39.9% | -110.0% | -73.9% |
| 10Y | +215.9% | +185.7% | +30.2% | +137.4% |
| All | +287.7% | +357.7% | -69.9% | +207.6% |
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 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