+65.1%
AEP vs RPRX
+77.0%
-11.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.9% | -4.0% | +4.9% | +1.8% |
| 30D | +1.5% | +4.9% | -3.5% | +0.2% |
| 3M | -1.7% | +9.4% | -11.0% | -4.0% |
| 6M | -4.0% | +33.3% | -37.3% | -11.0% |
| YTD | +10.6% | +59.0% | -48.4% | -2.1% |
| 1Y | +18.6% | +69.2% | -50.6% | +2.9% |
| 3Y | +78.7% | +124.1% | -45.4% | +41.2% |
| 5Y | +65.1% | +77.9% | -12.8% | +41.4% |
| All | +65.1% | +77.0% | -11.9% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling