+67.6%
AEP vs RY
+140.8%
-73.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.8% | +3.1% | -1.3% | +0.8% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | -1.8% | +8.7% | -10.5% | -4.6% |
| 6M | -5.4% | +28.5% | -33.9% | -13.0% |
| YTD | +10.4% | +25.1% | -14.7% | +2.3% |
| 1Y | +18.2% | +46.3% | -28.1% | +3.4% |
| 3Y | +79.0% | +154.9% | -76.0% | +24.4% |
| All | +67.6% | +140.8% | -73.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling