+342.5%
RCL vs AEP
+170.1%
+172.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -2.2% | +0.9% | -3.1% | -2.5% |
| 30D | -15.7% | +1.5% | -17.2% | -16.1% |
| 3M | -8.0% | -1.7% | -6.3% | -7.7% |
| 6M | -10.1% | -4.0% | -6.1% | -9.5% |
| YTD | -5.9% | +10.6% | -16.5% | -10.0% |
| 1Y | -23.5% | +18.6% | -42.1% | -28.9% |
| 3Y | +174.4% | +78.7% | +95.7% | +108.0% |
| 5Y | +227.1% | +65.1% | +162.1% | +154.0% |
| 10Y | +342.5% | +177.7% | +164.8% | +231.8% |
| All | +342.5% | +170.1% | +172.4% | +231.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling