+2,217.8%
AEP vs RRX
+3,824.6%
-1,606.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | +1.5% | -8.0% | +9.5% | +2.6% |
| 3M | -1.7% | -25.1% | +23.4% | +1.6% |
| 6M | -4.0% | -18.3% | +14.2% | -2.5% |
| YTD | +10.6% | +14.2% | -3.6% | +6.7% |
| 1Y | +18.6% | +13.0% | +5.6% | +14.3% |
| 3Y | +78.7% | +4.2% | +74.5% | +69.0% |
| 5Y | +65.1% | +17.9% | +47.2% | +50.6% |
| 10Y | +177.7% | +220.4% | -42.7% | +108.7% |
| All | +2,217.8% | +3,824.6% | -1,606.8% | +1,285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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