+241.0%
RVMD vs AEE
+13.9%
+227.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | +3.8% |
| 7D | +5.8% | +4.7% | +1.1% | +7.9% |
| 30D | -3.8% | +13.4% | -17.3% | +1.6% |
| 3M | +3.2% | +4.1% | -0.8% | +5.0% |
| 6M | +35.0% | +2.0% | +33.0% | +37.0% |
| YTD | +150.7% | +15.6% | +135.1% | +169.9% |
| 1Y | +241.0% | +14.1% | +226.8% | +271.4% |
| All | +241.0% | +13.9% | +227.1% | +271.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling