+996.4%
AEP vs RL
+1,476.5%
-480.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -2.8% | -4.2% | +1.3% | -2.4% |
| 30D | +3.6% | +4.3% | -0.6% | +3.1% |
| 3M | +1.8% | -4.6% | +6.4% | +2.2% |
| 6M | -3.1% | +1.7% | -4.8% | -3.7% |
| YTD | +12.2% | +7.3% | +4.9% | +10.6% |
| 1Y | +9.1% | +20.8% | -11.7% | +5.9% |
| 3Y | +77.9% | +247.0% | -169.1% | +49.0% |
| 5Y | +78.1% | +225.5% | -147.4% | +47.9% |
| 10Y | +187.8% | +363.0% | -175.2% | +116.4% |
| All | +996.4% | +1,476.5% | -480.1% | +573.6% |
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