+177.7%
AEP vs RVTY
+134.6%
+43.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | +0.9% | -5.4% | +6.3% | +1.6% |
| 30D | +1.5% | +6.7% | -5.3% | +0.6% |
| 3M | -1.7% | +19.0% | -20.7% | -4.1% |
| 6M | -4.0% | +34.6% | -38.7% | -8.3% |
| YTD | +10.6% | +28.3% | -17.7% | +6.0% |
| 1Y | +18.6% | +46.0% | -27.4% | +11.1% |
| 3Y | +78.7% | +16.9% | +61.8% | +70.0% |
| 5Y | +65.1% | -32.9% | +98.0% | +69.4% |
| 10Y | +177.7% | +141.6% | +36.1% | +130.3% |
| All | +177.7% | +134.6% | +43.2% | +130.3% |
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