+51.5%
RSP vs AEE
+43.4%
+8.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -0.4% | +1.3% | -1.7% | -0.9% |
| 30D | -1.5% | -1.2% | -0.3% | -1.1% |
| 3M | +4.8% | +1.0% | +3.8% | +4.1% |
| 6M | +10.3% | -2.3% | +12.5% | +10.7% |
| YTD | +14.1% | +9.1% | +4.9% | +9.6% |
| 1Y | +17.0% | +10.6% | +6.5% | +11.7% |
| 3Y | +54.2% | +48.5% | +5.7% | +29.5% |
| 5Y | +51.5% | +39.9% | +11.6% | +29.5% |
| All | +51.5% | +43.4% | +8.1% | +29.5% |
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