+4,668.4%
RY vs AEE
+813.9%
+3,854.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | -0.3% | -2.3% | +2.0% | +0.5% |
| 3M | +8.7% | +0.2% | +8.4% | +8.2% |
| 6M | +28.5% | -4.7% | +33.3% | +30.4% |
| YTD | +25.1% | +8.1% | +17.0% | +20.5% |
| 1Y | +46.3% | +8.5% | +37.7% | +40.5% |
| 3Y | +154.9% | +48.9% | +106.0% | +113.2% |
| 5Y | +140.3% | +39.9% | +100.4% | +103.7% |
| 10Y | +377.0% | +186.5% | +190.5% | +186.9% |
| All | +4,668.4% | +813.9% | +3,854.5% | +1,653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling