-25.1%
RCL vs AEP
+16.1%
-41.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.2% |
| 7D | -5.1% | +1.8% | -6.9% | -4.7% |
| 30D | -19.0% | -0.8% | -18.2% | -19.2% |
| 3M | -9.6% | -1.8% | -7.7% | -9.9% |
| 6M | -6.7% | -5.4% | -1.3% | -8.4% |
| YTD | -3.9% | +10.4% | -14.4% | -2.9% |
| 1Y | -25.1% | +18.2% | -43.2% | -25.7% |
| All | -25.1% | +16.1% | -41.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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