+10.8%
AEP vs RNG
+179.4%
-168.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.5% |
| 7D | +0.8% | -9.6% | +10.4% | +0.5% |
| 30D | +7.9% | -1.4% | +9.3% | +7.9% |
| 3M | +1.5% | +28.8% | -27.3% | +2.1% |
| 6M | -2.6% | +65.6% | -68.2% | -1.5% |
| YTD | +14.7% | +171.4% | -156.7% | +17.1% |
| 1Y | +10.8% | +185.3% | -174.6% | +13.7% |
| All | +10.8% | +179.4% | -168.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling