+772.3%
AEP vs RBA
+3,565.6%
-2,793.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | -2.9% | +4.7% | +2.2% |
| 30D | -0.8% | -12.3% | +11.5% | +0.9% |
| 3M | -1.8% | -20.5% | +18.7% | +0.9% |
| 6M | -5.4% | -18.5% | +13.2% | -3.1% |
| YTD | +10.4% | -18.2% | +28.7% | +12.7% |
| 1Y | +18.2% | -27.5% | +45.7% | +22.4% |
| 3Y | +79.0% | +38.1% | +40.9% | +67.7% |
| 5Y | +64.8% | +44.8% | +20.0% | +51.5% |
| 10Y | +170.8% | +187.1% | -16.3% | +120.7% |
| All | +772.3% | +3,565.6% | -2,793.3% | +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