+18.2%
AEP vs RCAT
-2.3%
+20.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -0.8% | -3.3% | +2.5% | -0.8% |
| 3M | -1.8% | -43.2% | +41.4% | -1.9% |
| 6M | -5.4% | -43.2% | +37.8% | -5.3% |
| YTD | +10.4% | +5.5% | +4.9% | +9.2% |
| 1Y | +18.2% | -1.6% | +19.8% | +17.0% |
| All | +18.2% | -2.3% | +20.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling