+65.6%
AEP vs RRC
+153.5%
-87.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | +0.5% | +9.4% | -8.9% | 0.0% |
| 3M | -0.3% | +7.4% | -7.7% | -0.7% |
| 6M | -3.5% | +1.5% | -4.9% | -3.7% |
| YTD | +11.3% | +19.4% | -8.1% | +10.0% |
| 1Y | +20.2% | +24.2% | -4.0% | +18.5% |
| 3Y | +79.8% | +32.8% | +47.0% | +74.9% |
| 5Y | +65.6% | +152.9% | -87.3% | +59.5% |
| All | +65.6% | +153.5% | -87.9% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling