+170.8%
AEP vs RIG
-40.1%
+211.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.0% |
| 7D | -1.0% | -4.2% | +3.2% | -0.9% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | -3.2% | -4.0% | +0.8% | -3.2% |
| 6M | -5.3% | -6.3% | +1.0% | -5.3% |
| YTD | +9.5% | +39.7% | -30.2% | +8.5% |
| 1Y | +17.5% | +78.1% | -60.6% | +15.8% |
| 3Y | +77.0% | -29.5% | +106.4% | +76.9% |
| 5Y | +66.4% | +65.3% | +1.1% | +61.8% |
| All | +170.8% | -40.1% | +211.0% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling