+170.5%
AEP vs RSG
+428.9%
-258.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -0.9% | 0.0% | -1.0% | -1.0% |
| 30D | -1.1% | +4.0% | -5.0% | -3.1% |
| 3M | -3.3% | +7.4% | -10.7% | -7.1% |
| 6M | -4.6% | +0.1% | -4.7% | -5.1% |
| YTD | +9.4% | +6.0% | +3.4% | +5.2% |
| 1Y | +16.9% | -3.0% | +19.9% | +17.8% |
| 3Y | +76.6% | +56.5% | +20.1% | +32.5% |
| 5Y | +66.2% | +90.9% | -24.7% | +9.5% |
| All | +170.5% | +428.9% | -258.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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