+998.6%
AEP vs RMBS
+1,339.3%
-340.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | -0.8% | -12.2% | +11.4% | -0.4% |
| 3M | -1.8% | -49.5% | +47.7% | +0.1% |
| 6M | -5.4% | -7.1% | +1.8% | -5.8% |
| YTD | +10.4% | -7.0% | +17.4% | +9.7% |
| 1Y | +18.2% | +13.3% | +4.8% | +16.2% |
| 3Y | +79.0% | +49.2% | +29.7% | +71.9% |
| 5Y | +64.8% | +250.0% | -185.1% | +52.1% |
| 10Y | +170.8% | +495.1% | -324.3% | +142.4% |
| All | +998.6% | +1,339.3% | -340.8% | +740.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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