+205.1%
AEP vs RVTY
+219.6%
-14.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +0.7% | -0.7% | +1.5% | +0.8% |
| 30D | +4.8% | +1.7% | +3.1% | +4.5% |
| 3M | +5.4% | +36.8% | -31.4% | +0.9% |
| 6M | +0.4% | +60.1% | -59.7% | -6.1% |
| YTD | +15.5% | +64.0% | -48.5% | +7.0% |
| 1Y | +8.5% | +68.2% | -59.7% | +0.1% |
| 3Y | +84.6% | +88.8% | -4.2% | +63.6% |
| 5Y | +86.9% | -10.5% | +97.4% | +84.3% |
| 10Y | +205.1% | +219.7% | -14.5% | +145.5% |
| All | +205.1% | +219.6% | -14.4% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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