+696.0%
AEP vs RCAT
-100.0%
+796.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +18.6% | -18.8% | -0.2% |
| 7D | -2.8% | -12.7% | +9.9% | -2.8% |
| 30D | +3.6% | -34.3% | +38.0% | +3.7% |
| 3M | +1.8% | -53.4% | +55.2% | +1.8% |
| 6M | -3.1% | -62.0% | +58.8% | -3.1% |
| YTD | +12.2% | -49.1% | +61.3% | +12.3% |
| 1Y | +9.1% | -53.1% | +62.3% | +9.1% |
| 3Y | +77.9% | +318.7% | -240.7% | +77.7% |
| 5Y | +78.1% | +48.5% | +29.6% | +77.9% |
| 10Y | +187.8% | -99.6% | +287.4% | +187.2% |
| All | +696.0% | -100.0% | +796.0% | +690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling