+373.9%
RY vs AEE
+185.4%
+188.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.1% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | -1.0% | -1.2% | +0.3% | -0.6% |
| 3M | +7.6% | +1.0% | +6.6% | +7.0% |
| 6M | +29.5% | -2.3% | +31.7% | +29.9% |
| YTD | +24.2% | +9.1% | +15.0% | +20.1% |
| 1Y | +46.4% | +10.6% | +35.8% | +40.8% |
| 3Y | +159.4% | +48.5% | +110.9% | +124.1% |
| 5Y | +141.8% | +39.9% | +102.0% | +111.4% |
| 10Y | +373.9% | +185.7% | +188.2% | +254.5% |
| All | +373.9% | +185.4% | +188.5% | +254.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling