+1,427.1%
AEP vs RMD
+38,753.6%
-37,326.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +2.9% | +2.1% | +0.8% | +2.7% |
| 30D | +3.2% | +2.1% | +1.1% | +2.9% |
| 3M | +3.8% | +6.2% | -2.4% | +3.1% |
| 6M | +2.5% | +19.4% | -16.9% | +0.4% |
| YTD | +15.5% | +0.5% | +14.9% | +14.9% |
| 1Y | +9.6% | -3.9% | +13.6% | +9.5% |
| 3Y | +91.2% | +72.5% | +18.6% | +78.6% |
| 5Y | +88.2% | -1.5% | +89.7% | +84.3% |
| 10Y | +205.1% | +345.8% | -140.7% | +160.7% |
| All | +1,427.1% | +38,753.6% | -37,326.4% | +1,067.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling