+1,671.8%
AEP vs RIG
-43.4%
+1,715.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | 0.0% |
| 7D | +2.9% | +5.7% | -2.9% | +2.5% |
| 30D | +3.2% | -0.7% | +3.9% | +3.1% |
| 3M | +3.8% | -3.1% | +7.0% | +3.8% |
| 6M | +2.5% | -16.3% | +18.8% | +3.2% |
| YTD | +15.5% | +34.1% | -18.7% | +12.7% |
| 1Y | +9.6% | +38.2% | -28.5% | +6.8% |
| 3Y | +91.2% | -15.3% | +106.4% | +88.2% |
| 5Y | +88.2% | +62.5% | +25.7% | +73.0% |
| 10Y | +205.1% | -46.6% | +251.7% | +166.0% |
| All | +1,671.8% | -43.4% | +1,715.1% | +1,480.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling