+518.6%
RVMD vs AEE
+46.3%
+472.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -3.6% | -0.7% | -2.9% | -3.4% |
| 30D | -1.1% | -2.0% | +0.9% | -0.5% |
| 3M | +41.0% | -2.8% | +43.9% | +41.7% |
| 6M | +105.7% | -3.6% | +109.3% | +106.0% |
| YTD | +155.3% | +7.3% | +148.0% | +141.7% |
| 1Y | +402.7% | +8.7% | +394.0% | +373.0% |
| All | +518.6% | +46.3% | +472.3% | +353.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling