+841.0%
AEP vs RSG
+2,005.0%
-1,164.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | +0.5% | +3.3% | -2.8% | -0.3% |
| 3M | -0.3% | +8.5% | -8.8% | -2.2% |
| 6M | -3.5% | -3.5% | +0.1% | -2.8% |
| YTD | +11.3% | +5.5% | +5.8% | +9.7% |
| 1Y | +20.2% | -1.7% | +22.0% | +20.3% |
| 3Y | +79.8% | +56.9% | +22.9% | +61.4% |
| 5Y | +65.6% | +89.4% | -23.8% | +42.5% |
| 10Y | +169.3% | +412.5% | -243.2% | +91.8% |
| All | +841.0% | +2,005.0% | -1,164.0% | +452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling