+53.6%
AEP vs RVMD
+634.9%
-581.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +2.0% | -1.2% | +3.2% | +2.0% |
| 30D | +0.5% | +1.1% | -0.5% | +0.5% |
| 3M | -0.3% | +39.6% | -39.9% | -1.4% |
| 6M | -3.5% | +110.7% | -114.2% | -6.1% |
| YTD | +11.3% | +160.3% | -149.0% | +7.0% |
| 1Y | +20.2% | +404.9% | -384.7% | +12.5% |
| 3Y | +79.8% | +545.5% | -465.7% | +63.9% |
| 5Y | +65.6% | +584.7% | -519.1% | +47.8% |
| All | +53.6% | +634.9% | -581.3% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling