+211.7%
AEP vs RCAT
-99.8%
+311.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | +2.9% | -5.9% | +8.8% | +2.9% |
| 30D | +3.2% | -19.7% | +22.9% | +3.2% |
| 3M | +3.8% | -62.9% | +66.7% | +3.9% |
| 6M | +2.5% | -59.6% | +62.1% | +2.6% |
| YTD | +15.5% | -52.1% | +67.6% | +15.5% |
| 1Y | +9.6% | -50.9% | +60.5% | +9.6% |
| 3Y | +91.2% | +333.8% | -242.6% | +90.2% |
| 5Y | +88.2% | +40.7% | +47.5% | +87.4% |
| All | +211.7% | -99.8% | +311.5% | +203.9% |
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