+16.9%
AEP vs RIG
+77.2%
-60.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -0.9% | -3.1% | +2.1% | -0.8% |
| 30D | -1.1% | -0.5% | -0.5% | -1.1% |
| 3M | -3.3% | -6.0% | +2.7% | -3.2% |
| 6M | -4.6% | -10.1% | +5.5% | -4.7% |
| YTD | +9.4% | +37.3% | -27.9% | +6.5% |
| 1Y | +16.9% | +73.9% | -57.0% | +13.6% |
| All | +16.9% | +77.2% | -60.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling