+350.6%
RY vs AEE
+211.4%
+139.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -0.6% | +3.0% | -3.6% | -1.5% |
| 30D | +6.1% | +11.2% | -5.1% | +2.6% |
| 3M | -3.4% | +7.0% | -10.4% | -5.5% |
| 6M | +12.8% | +5.7% | +7.1% | +10.4% |
| YTD | +21.0% | +16.2% | +4.8% | +14.6% |
| 1Y | +40.5% | +12.0% | +28.4% | +34.6% |
| 3Y | +159.9% | +63.4% | +96.5% | +117.3% |
| 5Y | +125.0% | +56.0% | +68.9% | +89.5% |
| 10Y | +350.6% | +217.4% | +133.2% | +220.0% |
| All | +350.6% | +211.4% | +139.1% | +220.0% |
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