+92.2%
AEP vs RDW
-0.7%
+92.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -0.9% | +0.9% | -1.8% | -0.9% |
| 30D | -1.1% | -21.3% | +20.2% | -0.9% |
| 3M | -3.3% | -37.9% | +34.6% | -3.0% |
| 6M | -4.6% | +12.3% | -16.9% | -5.0% |
| YTD | +9.4% | +39.7% | -30.3% | +8.6% |
| 1Y | +16.9% | +25.7% | -8.7% | +16.0% |
| 3Y | +76.6% | +230.8% | -154.2% | +68.2% |
| 5Y | +66.2% | -8.8% | +75.0% | +55.1% |
| All | +92.2% | -0.7% | +92.9% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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