+358.7%
AEP vs RNG
+309.1%
+49.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.4% | +5.1% | +0.9% |
| 7D | +2.0% | -0.8% | +2.8% | +2.0% |
| 30D | +0.5% | +11.4% | -10.9% | +0.2% |
| 3M | -0.3% | +72.1% | -72.4% | -2.2% |
| 6M | -3.5% | +67.9% | -71.4% | -5.4% |
| YTD | +11.3% | +144.3% | -133.1% | +7.3% |
| 1Y | +20.2% | +117.5% | -97.3% | +16.3% |
| 3Y | +79.8% | +123.9% | -44.1% | +71.9% |
| 5Y | +65.6% | -70.1% | +135.7% | +66.8% |
| 10Y | +169.3% | +215.9% | -46.6% | +154.7% |
| All | +358.7% | +309.1% | +49.7% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling