+18.6%
AEP vs RCAT
-7.9%
+26.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.4% |
| 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% | +9.2% |
| 1Y | +18.6% | -5.7% | +24.3% | +17.1% |
| All | +18.6% | -7.9% | +26.5% | +17.1% |
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