+170.5%
AEP vs RNG
+222.9%
-52.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | -6.1% | +5.2% | -0.7% |
| 30D | -1.1% | +9.6% | -10.7% | -1.4% |
| 3M | -3.3% | +83.3% | -86.6% | -5.5% |
| 6M | -4.6% | +77.9% | -82.6% | -6.9% |
| YTD | +9.4% | +139.9% | -130.5% | +5.2% |
| 1Y | +16.9% | +121.7% | -104.7% | +12.6% |
| 3Y | +76.6% | +121.9% | -45.2% | +68.0% |
| 5Y | +66.2% | -68.4% | +134.6% | +68.2% |
| All | +170.5% | +222.9% | -52.4% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling