+1,239.4%
AEP vs RY
+11,573.6%
-10,334.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.8% | +3.1% | -1.3% | +0.9% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | -1.8% | +8.7% | -10.5% | -4.2% |
| 6M | -5.4% | +28.5% | -33.9% | -11.9% |
| YTD | +10.4% | +25.1% | -14.7% | +3.5% |
| 1Y | +18.2% | +46.3% | -28.1% | +5.9% |
| 3Y | +79.0% | +154.9% | -76.0% | +36.5% |
| 5Y | +64.8% | +140.3% | -75.5% | +27.1% |
| 10Y | +170.8% | +377.0% | -206.2% | +70.5% |
| All | +1,239.4% | +11,573.6% | -10,334.3% | +398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling