+173.4%
AEP vs RIG
-40.8%
+214.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +0.9% | -8.2% | +9.1% | +1.1% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | -1.7% | -2.7% | +1.1% | -1.7% |
| 6M | -4.0% | -7.5% | +3.4% | -4.0% |
| YTD | +10.6% | +38.3% | -27.7% | +9.6% |
| 1Y | +18.6% | +81.8% | -63.2% | +16.8% |
| 3Y | +78.7% | -30.2% | +108.9% | +78.6% |
| 5Y | +65.1% | +59.9% | +5.1% | +60.6% |
| All | +173.4% | -40.8% | +214.2% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling