+79.8%
AEP vs RVTY
+16.6%
+63.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +0.9% |
| 7D | +2.0% | +0.4% | +1.6% | +2.0% |
| 30D | +0.5% | +10.8% | -10.3% | -0.1% |
| 3M | -0.3% | +26.8% | -27.1% | -1.9% |
| 6M | -3.5% | +39.3% | -42.8% | -5.7% |
| YTD | +11.3% | +31.6% | -20.3% | +8.8% |
| 1Y | +20.2% | +47.7% | -27.5% | +15.9% |
| 3Y | +79.8% | +19.9% | +59.8% | +76.5% |
| All | +79.8% | +16.6% | +63.2% | +76.5% |
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 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