+1,127.7%
RSP vs AEE
+586.1%
+541.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -0.3% | -2.3% | +1.9% | +0.8% |
| 3M | +4.3% | +0.2% | +4.1% | +3.7% |
| 6M | +8.8% | -4.7% | +13.6% | +11.0% |
| YTD | +15.3% | +8.1% | +7.2% | +9.6% |
| 1Y | +18.3% | +8.5% | +9.7% | +12.0% |
| 3Y | +52.8% | +48.9% | +3.9% | +19.3% |
| 5Y | +51.7% | +39.9% | +11.8% | +20.9% |
| 10Y | +208.5% | +186.5% | +21.9% | +52.0% |
| All | +1,127.7% | +586.1% | +541.6% | +220.3% |
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