+789.9%
RRX vs AEE
+822.6%
-32.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.1% |
| 7D | +4.3% | +1.3% | +3.0% | +3.7% |
| 30D | -8.0% | -1.2% | -6.8% | -7.5% |
| 3M | -22.0% | +1.0% | -23.0% | -22.7% |
| 6M | -11.9% | -2.3% | -9.6% | -11.3% |
| YTD | +17.1% | +9.1% | +8.0% | +12.0% |
| 1Y | +14.9% | +10.6% | +4.3% | +9.0% |
| 3Y | +6.9% | +48.5% | -41.6% | -13.7% |
| 5Y | +19.6% | +39.9% | -20.3% | -1.8% |
| 10Y | +215.9% | +185.7% | +30.2% | +75.6% |
| All | +789.9% | +822.6% | -32.7% | +179.1% |
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