+2,214.6%
AEP vs RVTY
+2,416.7%
-202.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | -0.8% | +13.2% | -14.0% | -2.4% |
| 3M | -1.8% | +27.2% | -29.1% | -4.9% |
| 6M | -5.4% | +32.4% | -37.8% | -9.0% |
| YTD | +10.4% | +34.9% | -24.4% | +5.7% |
| 1Y | +18.2% | +52.4% | -34.2% | +11.0% |
| 3Y | +79.0% | +12.3% | +66.7% | +72.3% |
| 5Y | +64.8% | -30.8% | +95.7% | +67.0% |
| 10Y | +170.8% | +150.7% | +20.2% | +130.1% |
| All | +2,214.6% | +2,416.7% | -202.1% | +1,199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling