+76.8%
AEP vs RNG
+120.1%
-43.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -1.0% | -9.6% | +8.6% | -1.0% |
| 30D | -0.1% | +8.8% | -8.9% | -0.1% |
| 3M | -3.2% | +78.6% | -81.8% | -3.2% |
| 6M | -5.3% | +70.3% | -75.6% | -5.2% |
| YTD | +9.5% | +140.3% | -130.8% | +9.2% |
| 1Y | +17.5% | +126.6% | -109.1% | +17.2% |
| All | +76.8% | +120.1% | -43.3% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling