+2,285.8%
AEP vs RRC
+1,418.2%
+867.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | -1.5% | -10.3% | +8.8% | -1.1% |
| 30D | +4.5% | +19.5% | -15.0% | +3.6% |
| 3M | +2.8% | +27.9% | -25.1% | +1.6% |
| 6M | -0.7% | +21.2% | -21.8% | -1.7% |
| YTD | +13.8% | +39.6% | -25.7% | +11.9% |
| 1Y | +9.0% | +31.3% | -22.3% | +7.4% |
| 3Y | +83.0% | +51.9% | +31.1% | +78.2% |
| 5Y | +83.3% | +110.2% | -26.9% | +74.0% |
| 10Y | +194.6% | +56.7% | +137.9% | +170.7% |
| All | +2,285.8% | +1,418.2% | +867.6% | +1,954.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling