+82.6%
AEP vs RVTY
+91.6%
-9.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | +4.9% | +3.2% | +1.7% | +4.7% |
| 3M | +4.9% | +37.2% | -32.3% | +3.1% |
| 6M | -0.3% | +57.7% | -58.0% | -2.9% |
| YTD | +14.3% | +64.8% | -50.6% | +10.6% |
| 1Y | +7.5% | +72.8% | -65.3% | +3.5% |
| 3Y | +82.6% | +89.8% | -7.1% | +57.9% |
| All | +82.6% | +91.6% | -9.0% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling