+46.4%
RY vs AEE
+10.3%
+36.1%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.8% |
| 7D | +2.7% | +1.3% | +1.4% | +2.7% |
| 30D | -1.0% | -1.2% | +0.3% | -1.0% |
| 3M | +7.6% | +1.0% | +6.6% | +7.3% |
| 6M | +29.5% | -2.3% | +31.7% | +29.1% |
| YTD | +24.2% | +9.1% | +15.0% | +24.0% |
| 1Y | +46.4% | +10.6% | +35.8% | +47.1% |
| All | +46.4% | +10.3% | +36.1% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling