+79.8%
AEP vs RIG
-28.9%
+108.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +0.8% |
| 7D | +2.0% | -2.7% | +4.7% | +2.1% |
| 30D | +0.5% | +9.5% | -9.0% | +0.3% |
| 3M | -0.3% | -6.6% | +6.3% | -0.2% |
| 6M | -3.5% | -2.9% | -0.6% | -3.6% |
| YTD | +11.3% | +39.5% | -28.2% | +10.3% |
| 1Y | +20.2% | +82.3% | -62.0% | +18.7% |
| 3Y | +79.8% | -29.6% | +109.4% | +84.6% |
| All | +79.8% | -28.9% | +108.7% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling