+20.2%
AEP vs RY
+45.9%
-25.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +2.0% | +2.7% | -0.7% | +2.0% |
| 30D | +0.5% | -1.0% | +1.5% | +0.5% |
| 3M | -0.3% | +7.6% | -8.0% | -0.3% |
| 6M | -3.5% | +29.5% | -32.9% | -2.5% |
| YTD | +11.3% | +24.2% | -12.9% | +11.2% |
| 1Y | +20.2% | +46.4% | -26.2% | +24.5% |
| All | +20.2% | +45.9% | -25.7% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling