+2,319.9%
AEP vs RJF
+47,306.8%
-44,986.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.9% | +3.6% | -0.7% | +2.3% |
| 30D | +3.2% | +7.2% | -4.0% | +2.1% |
| 3M | +3.8% | -6.5% | +10.3% | +4.8% |
| 6M | +2.5% | +10.3% | -7.8% | +0.8% |
| YTD | +15.5% | +6.5% | +9.0% | +13.8% |
| 1Y | +9.6% | +6.1% | +3.5% | +8.0% |
| 3Y | +91.2% | +74.9% | +16.3% | +72.1% |
| 5Y | +88.2% | +81.3% | +6.9% | +66.4% |
| 10Y | +205.1% | +332.3% | -127.2% | +127.8% |
| All | +2,319.9% | +47,306.8% | -44,986.9% | +928.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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