+65.6%
AEP vs RVTY
-32.1%
+97.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.0% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +0.5% | +10.8% | -10.3% | -0.7% |
| 3M | -0.3% | +26.8% | -27.1% | -3.2% |
| 6M | -3.5% | +39.3% | -42.8% | -7.6% |
| YTD | +11.3% | +31.6% | -20.3% | +6.9% |
| 1Y | +20.2% | +47.7% | -27.5% | +13.2% |
| 3Y | +79.8% | +19.9% | +59.8% | +71.1% |
| 5Y | +65.6% | -32.3% | +97.9% | +66.7% |
| All | +65.6% | -32.1% | +97.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling