+14.9%
RRX vs AEE
+38.5%
-23.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -3.7% | -0.7% | -3.1% | -3.6% |
| 30D | -9.3% | -2.0% | -7.3% | -8.8% |
| 3M | -21.8% | -2.8% | -19.0% | -21.4% |
| 6M | -22.0% | -3.6% | -18.4% | -21.4% |
| YTD | +11.9% | +7.3% | +4.6% | +9.5% |
| 1Y | +11.6% | +8.7% | +2.9% | +8.7% |
| 3Y | +2.2% | +46.0% | -43.8% | -10.5% |
| 5Y | +14.9% | +39.8% | -24.9% | -0.3% |
| All | +14.9% | +38.5% | -23.7% | -0.3% |
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