+66.4%
AEP vs RMD
-22.7%
+89.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.0% | -4.2% | +3.2% | -0.5% |
| 30D | -0.1% | -2.1% | +2.0% | +0.1% |
| 3M | -3.2% | +13.8% | -17.0% | -4.9% |
| 6M | -5.3% | -10.6% | +5.3% | -4.3% |
| YTD | +9.5% | -8.1% | +17.6% | +10.1% |
| 1Y | +17.5% | -18.0% | +35.5% | +19.8% |
| 3Y | +77.0% | +52.9% | +24.1% | +62.2% |
| 5Y | +66.4% | -22.3% | +88.6% | +61.6% |
| All | +66.4% | -22.7% | +89.1% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling