+16.9%
AEP vs RVMD
+375.0%
-358.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | -3.0% | +2.0% | -1.0% |
| 30D | -1.1% | -0.7% | -0.3% | -1.1% |
| 3M | -3.3% | +36.5% | -39.8% | -2.4% |
| 6M | -4.6% | +104.6% | -109.2% | -2.8% |
| YTD | +9.4% | +155.8% | -146.4% | +11.9% |
| 1Y | +16.9% | +340.7% | -323.7% | +18.0% |
| All | +16.9% | +375.0% | -358.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling