+1,594.7%
AEP vs RIG
-40.2%
+1,634.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.7% | 0.0% |
| 7D | +1.8% | +0.9% | +0.9% | +1.7% |
| 30D | -0.8% | +13.8% | -14.6% | -1.6% |
| 3M | -1.8% | -6.4% | +4.6% | -1.6% |
| 6M | -5.4% | -8.2% | +2.8% | -5.2% |
| YTD | +10.4% | +41.6% | -31.2% | +7.7% |
| 1Y | +18.2% | +88.7% | -70.6% | +13.0% |
| 3Y | +79.0% | -30.9% | +109.8% | +78.6% |
| 5Y | +64.8% | +57.7% | +7.2% | +51.8% |
| 10Y | +170.8% | -39.3% | +210.1% | +133.5% |
| All | +1,594.7% | -40.2% | +1,634.9% | +1,409.7% |
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