+786.5%
AEP vs RBA
+4,003.4%
-3,217.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -2.8% | +4.3% | -7.1% | -3.4% |
| 30D | +3.6% | +16.3% | -12.7% | +1.5% |
| 3M | +1.8% | +1.3% | +0.5% | +1.4% |
| 6M | -3.1% | -11.1% | +7.9% | -2.0% |
| YTD | +12.2% | -8.5% | +20.7% | +12.7% |
| 1Y | +9.1% | -2.1% | +11.3% | +8.5% |
| 3Y | +77.9% | +44.6% | +33.3% | +65.7% |
| 5Y | +78.1% | +36.8% | +41.3% | +65.1% |
| 10Y | +187.8% | +227.3% | -39.5% | +130.2% |
| All | +786.5% | +4,003.4% | -3,217.0% | +484.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling