+123.3%
RY vs AEE
+52.8%
+70.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | -4.3% | +5.0% | -9.2% | -5.6% |
| 6M | +12.1% | +4.4% | +7.7% | +10.3% |
| YTD | +20.3% | +15.4% | +4.9% | +14.4% |
| 1Y | +41.0% | +13.8% | +27.2% | +34.7% |
| 3Y | +157.5% | +58.0% | +99.5% | +118.2% |
| All | +123.3% | +52.8% | +70.5% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling