+89.0%
AEP vs RPRX
+53.1%
+35.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.5% |
| 7D | -1.0% | -8.0% | +7.0% | +0.2% |
| 30D | -0.1% | +2.1% | -2.2% | -0.5% |
| 3M | -3.2% | +8.2% | -11.4% | -4.4% |
| 6M | -5.3% | +28.9% | -34.2% | -9.0% |
| YTD | +9.5% | +54.1% | -44.6% | +2.4% |
| 1Y | +17.5% | +65.5% | -48.0% | +8.5% |
| 3Y | +77.0% | +117.3% | -40.3% | +55.6% |
| 5Y | +66.4% | +71.6% | -5.2% | +50.8% |
| All | +89.0% | +53.1% | +35.9% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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