+79.4%
AEP vs RBA
+32.9%
+46.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | -2.9% | +4.7% | +1.9% |
| 30D | -0.8% | -12.3% | +11.5% | -0.1% |
| 3M | -1.8% | -20.5% | +18.7% | -0.7% |
| 6M | -5.4% | -18.5% | +13.2% | -4.4% |
| YTD | +10.4% | -18.2% | +28.7% | +11.1% |
| 1Y | +18.2% | -27.5% | +45.7% | +20.1% |
| All | +79.4% | +32.9% | +46.4% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling