+184.0%
AEP vs RY
+360.6%
-176.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | +3.6% | +5.9% | -2.2% | +1.7% |
| 3M | +1.8% | -4.3% | +6.1% | +3.1% |
| 6M | -3.1% | +12.1% | -15.2% | -7.0% |
| YTD | +12.2% | +20.3% | -8.0% | +5.0% |
| 1Y | +9.1% | +41.0% | -31.9% | -3.5% |
| 3Y | +77.9% | +157.5% | -79.6% | +25.5% |
| 5Y | +78.1% | +123.2% | -45.1% | +31.0% |
| All | +184.0% | +360.6% | -176.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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