+10.8%
AEP vs RCAT
-59.1%
+69.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.3% | +9.8% | -0.6% |
| 7D | +0.8% | -18.5% | +19.3% | +0.5% |
| 30D | +7.9% | -37.0% | +44.9% | +7.4% |
| 3M | +1.5% | -54.9% | +56.3% | +0.6% |
| 6M | -2.6% | -63.6% | +61.0% | -3.6% |
| YTD | +14.7% | -49.6% | +64.2% | +12.6% |
| 1Y | +10.8% | -57.8% | +68.6% | +9.6% |
| All | +10.8% | -59.1% | +69.9% | +9.6% |
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