+1,360.7%
AEP vs RMD
+36,837.6%
-35,476.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.8% | -5.0% | +6.8% | +2.3% |
| 30D | -0.8% | +2.2% | -3.0% | -1.1% |
| 3M | -1.8% | +17.8% | -19.7% | -3.6% |
| 6M | -5.4% | -11.3% | +6.0% | -4.5% |
| YTD | +10.4% | -4.4% | +14.9% | +10.5% |
| 1Y | +18.2% | -15.7% | +33.9% | +19.6% |
| 3Y | +79.0% | +47.7% | +31.2% | +69.8% |
| 5Y | +64.8% | -19.2% | +84.1% | +64.6% |
| 10Y | +170.8% | +280.4% | -109.5% | +134.6% |
| All | +1,360.7% | +36,837.6% | -35,476.9% | +1,023.7% |
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