+352.0%
RY vs AEE
+202.4%
+149.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.9% | +2.1% | -3.0% | -1.5% |
| 30D | +5.9% | +11.4% | -5.5% | +2.3% |
| 3M | -4.3% | +5.0% | -9.2% | -5.8% |
| 6M | +12.1% | +4.4% | +7.7% | +10.2% |
| YTD | +20.3% | +15.4% | +4.9% | +14.2% |
| 1Y | +41.0% | +13.8% | +27.2% | +34.4% |
| 3Y | +157.5% | +58.0% | +99.5% | +117.9% |
| 5Y | +123.2% | +52.9% | +70.2% | +89.3% |
| All | +352.0% | +202.4% | +149.6% | +231.0% |
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