+1,992.3%
RSG vs AEE
+854.4%
+1,137.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | +3.7% | 0.0% | +3.7% | +3.6% |
| 3M | +6.2% | -0.9% | +7.1% | +6.5% |
| 6M | -2.8% | -2.4% | -0.4% | -1.9% |
| YTD | +5.9% | +8.6% | -2.8% | +1.7% |
| 1Y | -1.8% | +10.2% | -11.9% | -6.3% |
| 3Y | +57.5% | +47.8% | +9.7% | +30.3% |
| 5Y | +91.1% | +40.1% | +51.0% | +60.8% |
| 10Y | +428.1% | +195.0% | +233.1% | +215.1% |
| All | +1,992.3% | +854.4% | +1,137.8% | +691.3% |
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 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