+209.8%
RSP vs AEE
+186.8%
+23.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -1.8% | +1.1% | -2.9% | -2.2% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +3.0% | -0.9% | +3.9% | +3.1% |
| 6M | +8.9% | -2.4% | +11.3% | +9.5% |
| YTD | +13.0% | +8.6% | +4.3% | +8.3% |
| 1Y | +16.2% | +10.2% | +6.1% | +10.6% |
| 3Y | +52.7% | +47.8% | +4.9% | +26.0% |
| 5Y | +50.5% | +40.1% | +10.4% | +26.1% |
| 10Y | +209.8% | +195.0% | +14.8% | +111.7% |
| All | +209.8% | +186.8% | +23.1% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling