+77.9%
RPRX vs AEE
+39.2%
+38.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -4.0% | +1.1% | -5.0% | -4.4% |
| 30D | +4.9% | 0.0% | +4.9% | +4.9% |
| 3M | +9.4% | -0.9% | +10.3% | +9.6% |
| 6M | +33.3% | -2.4% | +35.7% | +34.0% |
| YTD | +59.0% | +8.6% | +50.3% | +53.9% |
| 1Y | +69.2% | +10.2% | +59.1% | +62.6% |
| 3Y | +124.1% | +47.8% | +76.3% | +89.6% |
| 5Y | +77.9% | +40.1% | +37.7% | +51.0% |
| All | +77.9% | +39.2% | +38.7% | +51.0% |
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