+80.5%
AEP vs RBA
+37.7%
+42.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -2.8% | +4.3% | -7.1% | -3.3% |
| 30D | +3.6% | +16.3% | -12.7% | +1.9% |
| 3M | +1.8% | +1.3% | +0.5% | +1.5% |
| 6M | -3.1% | -11.1% | +7.9% | -2.2% |
| YTD | +12.2% | -8.5% | +20.7% | +12.4% |
| 1Y | +9.1% | -2.1% | +11.3% | +8.3% |
| 3Y | +77.9% | +44.6% | +33.3% | +64.7% |
| All | +80.5% | +37.7% | +42.8% | +67.9% |
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