+683.3%
AEP vs RCAT
-100.0%
+783.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -0.8% | -3.3% | +2.5% | -0.8% |
| 3M | -1.8% | -43.2% | +41.4% | -1.8% |
| 6M | -5.4% | -43.2% | +37.8% | -5.4% |
| YTD | +10.4% | +5.5% | +4.9% | +10.4% |
| 1Y | +18.2% | -1.6% | +19.8% | +18.1% |
| 3Y | +79.0% | +773.7% | -694.7% | +78.7% |
| 5Y | +64.8% | +187.6% | -122.8% | +64.6% |
| 10Y | +170.8% | -98.5% | +269.3% | +170.2% |
| All | +683.3% | -100.0% | +783.3% | +677.2% |
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