+211.0%
AEP vs RBA
+204.3%
+6.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | 0.0% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +3.4% | +6.8% | -3.5% | +2.4% |
| 3M | +4.2% | +9.5% | -5.2% | +2.8% |
| 6M | -0.8% | -8.2% | +7.4% | -0.1% |
| YTD | +15.2% | -7.7% | +23.0% | +15.5% |
| 1Y | +8.3% | -6.9% | +15.2% | +8.3% |
| 3Y | +84.2% | +61.6% | +22.5% | +67.7% |
| 5Y | +87.8% | +44.7% | +43.1% | +71.6% |
| All | +211.0% | +204.3% | +6.7% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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