+177.7%
AEP vs RCAT
-98.5%
+276.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.6% |
| 7D | +0.9% | -2.3% | +3.2% | +0.9% |
| 30D | +1.5% | -18.7% | +20.2% | +1.5% |
| 3M | -1.7% | -29.3% | +27.6% | -1.7% |
| 6M | -4.0% | -42.3% | +38.3% | -4.0% |
| YTD | +10.6% | +2.5% | +8.1% | +10.5% |
| 1Y | +18.6% | -5.7% | +24.3% | +18.5% |
| 3Y | +78.7% | +764.9% | -686.2% | +77.7% |
| 5Y | +65.1% | +182.3% | -117.2% | +64.3% |
| 10Y | +177.7% | -98.5% | +276.2% | +175.7% |
| All | +177.7% | -98.5% | +276.2% | +175.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling