+1,012.0%
AEP vs RL
+1,568.4%
-556.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.8% | -4.4% | +0.8% |
| 7D | -1.5% | +0.2% | -1.8% | -1.6% |
| 30D | +4.5% | +7.3% | -2.8% | +3.6% |
| 3M | +2.8% | +1.0% | +1.8% | +2.6% |
| 6M | -0.7% | +11.8% | -12.4% | -2.4% |
| YTD | +13.8% | +13.6% | +0.2% | +11.4% |
| 1Y | +9.0% | +24.0% | -15.1% | +5.4% |
| 3Y | +83.0% | +256.6% | -173.6% | +52.9% |
| 5Y | +83.3% | +240.2% | -157.0% | +51.4% |
| 10Y | +194.6% | +373.0% | -178.4% | +121.1% |
| All | +1,012.0% | +1,568.4% | -556.4% | +578.7% |
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