+710.4%
AEP vs RCAT
-100.0%
+810.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.4% |
| 7D | -0.8% | -5.6% | +4.8% | -0.8% |
| 30D | +4.9% | -27.0% | +31.9% | +4.9% |
| 3M | +4.9% | -57.9% | +62.8% | +4.9% |
| 6M | -0.3% | -59.4% | +59.1% | -0.3% |
| YTD | +14.3% | -46.9% | +61.2% | +14.3% |
| 1Y | +7.5% | -54.0% | +61.6% | +7.5% |
| 3Y | +82.6% | +378.4% | -295.8% | +82.4% |
| 5Y | +81.5% | +61.9% | +19.5% | +81.3% |
| 10Y | +203.2% | -99.6% | +302.8% | +202.5% |
| All | +710.4% | -100.0% | +810.4% | +704.2% |
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