+169.3%
AEP vs RY
+371.6%
-202.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +2.0% | +2.7% | -0.7% | +1.1% |
| 30D | +0.5% | -1.0% | +1.5% | +0.8% |
| 3M | -0.3% | +7.6% | -8.0% | -2.9% |
| 6M | -3.5% | +29.5% | -32.9% | -11.8% |
| YTD | +11.3% | +24.2% | -12.9% | +3.0% |
| 1Y | +20.2% | +46.4% | -26.2% | +4.9% |
| 3Y | +79.8% | +159.4% | -79.6% | +26.3% |
| 5Y | +65.6% | +141.8% | -76.3% | +18.2% |
| 10Y | +169.3% | +373.9% | -204.6% | +42.0% |
| All | +169.3% | +371.6% | -202.3% | +42.0% |
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