+2,214.6%
AEP vs RJF
+49,848.3%
-47,633.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | -0.8% | -1.3% | +0.4% | -0.7% |
| 3M | -1.8% | +18.9% | -20.7% | -4.5% |
| 6M | -5.4% | +15.0% | -20.4% | -7.6% |
| YTD | +10.4% | +12.2% | -1.8% | +8.0% |
| 1Y | +18.2% | +5.6% | +12.5% | +16.5% |
| 3Y | +79.0% | +74.9% | +4.1% | +61.2% |
| 5Y | +64.8% | +106.6% | -41.8% | +42.8% |
| 10Y | +170.8% | +433.1% | -262.2% | +95.8% |
| All | +2,214.6% | +49,848.3% | -47,633.7% | +876.7% |
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