+617.4%
RVMD vs AEE
+53.1%
+564.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.6% |
| 7D | -1.2% | +1.3% | -2.5% | -1.6% |
| 30D | +1.1% | -1.2% | +2.3% | +1.4% |
| 3M | +39.6% | +1.0% | +38.6% | +38.8% |
| 6M | +110.7% | -2.3% | +113.0% | +110.8% |
| YTD | +160.3% | +9.1% | +151.2% | +149.6% |
| 1Y | +404.9% | +10.6% | +394.4% | +382.2% |
| 3Y | +545.5% | +48.5% | +497.0% | +450.0% |
| 5Y | +584.7% | +39.9% | +544.8% | +489.8% |
| All | +617.4% | +53.1% | +564.3% | +543.3% |
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