+179.4%
AEP vs RBA
+191.1%
-11.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | +0.5% | -13.2% | +13.7% | +2.3% |
| 3M | -0.3% | -21.4% | +21.0% | +2.5% |
| 6M | -3.5% | -20.9% | +17.4% | -0.9% |
| YTD | +11.3% | -19.9% | +31.1% | +13.6% |
| 1Y | +20.2% | -28.7% | +48.9% | +24.7% |
| 3Y | +79.8% | +27.4% | +52.4% | +69.3% |
| 5Y | +65.6% | +41.7% | +23.8% | +51.4% |
| All | +179.4% | +191.1% | -11.7% | +120.3% |
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