+978.8%
AEP vs RL
+1,366.2%
-387.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | -0.8% | -7.8% | +7.0% | +0.1% |
| 3M | -1.8% | -4.0% | +2.2% | -1.6% |
| 6M | -5.4% | -1.9% | -3.5% | -5.6% |
| YTD | +10.4% | -0.2% | +10.6% | +9.8% |
| 1Y | +18.2% | +10.7% | +7.5% | +15.9% |
| 3Y | +79.0% | +210.8% | -131.8% | +52.0% |
| 5Y | +64.8% | +238.2% | -173.4% | +35.9% |
| 10Y | +170.8% | +313.4% | -142.5% | +106.6% |
| All | +978.8% | +1,366.2% | -387.3% | +569.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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