+1,143.3%
RSP vs AEE
+640.0%
+503.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.7% |
| 7D | +0.4% | +2.3% | -1.9% | -0.8% |
| 30D | +3.7% | +11.6% | -7.9% | -2.2% |
| 3M | +0.8% | +5.5% | -4.7% | -2.2% |
| 6M | +9.1% | +6.0% | +3.1% | +5.1% |
| YTD | +16.7% | +16.6% | +0.1% | +6.4% |
| 1Y | +19.7% | +12.1% | +7.6% | +11.4% |
| 3Y | +66.7% | +64.2% | +2.5% | +23.6% |
| 5Y | +48.7% | +59.1% | -10.4% | +10.4% |
| 10Y | +215.6% | +210.2% | +5.4% | +49.3% |
| All | +1,143.3% | +640.0% | +503.3% | +211.2% |
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