-23.5%
RCL vs AEP
+19.8%
-43.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.9% |
| 7D | -2.2% | +0.9% | -3.1% | -2.0% |
| 30D | -15.7% | +1.5% | -17.2% | -15.3% |
| 3M | -8.0% | -1.7% | -6.3% | -8.2% |
| 6M | -10.1% | -4.0% | -6.1% | -11.4% |
| YTD | -5.9% | +10.6% | -16.5% | -4.8% |
| 1Y | -23.5% | +18.6% | -42.1% | -23.7% |
| All | -23.5% | +19.8% | -43.3% | -23.7% |
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