+211.0%
AEP vs RVTY
+216.9%
-5.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | +2.5% | +4.1% | -1.6% | +1.9% |
| 30D | +3.4% | +1.3% | +2.1% | +3.1% |
| 3M | +4.2% | +33.3% | -29.1% | +0.1% |
| 6M | -0.8% | +58.3% | -59.1% | -7.0% |
| YTD | +15.2% | +62.7% | -47.5% | +6.9% |
| 1Y | +8.3% | +67.2% | -58.9% | 0.0% |
| 3Y | +84.2% | +87.3% | -3.1% | +63.4% |
| 5Y | +87.8% | -13.4% | +101.2% | +86.1% |
| All | +211.0% | +216.9% | -5.9% | +153.5% |
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