+170.5%
AEP vs RRC
+4.9%
+165.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -0.9% | -1.8% | +0.8% | -0.9% |
| 30D | -1.1% | +2.7% | -3.7% | -1.1% |
| 3M | -3.3% | +8.8% | -12.1% | -3.5% |
| 6M | -4.6% | -1.2% | -3.5% | -4.7% |
| YTD | +9.4% | +17.6% | -8.2% | +8.9% |
| 1Y | +16.9% | +18.4% | -1.5% | +16.3% |
| 3Y | +76.6% | +33.1% | +43.5% | +74.7% |
| 5Y | +66.2% | +148.2% | -82.0% | +62.2% |
| All | +170.5% | +4.9% | +165.6% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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