+67.6%
AEP vs RBA
+45.3%
+22.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | -2.9% | +4.7% | +2.1% |
| 30D | -0.8% | -12.3% | +11.5% | +0.6% |
| 3M | -1.8% | -20.5% | +18.7% | +0.4% |
| 6M | -5.4% | -18.5% | +13.2% | -3.5% |
| YTD | +10.4% | -18.2% | +28.7% | +12.1% |
| 1Y | +18.2% | -27.5% | +45.7% | +21.8% |
| 3Y | +79.0% | +38.1% | +40.9% | +65.7% |
| All | +67.6% | +45.3% | +22.4% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling