+238.8%
RCL vs AEP
+68.7%
+170.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -0.5% | +2.0% | -2.5% | -0.6% |
| 30D | -17.3% | +0.5% | -17.9% | -17.4% |
| 3M | -2.8% | -0.3% | -2.4% | -2.8% |
| 6M | -4.4% | -3.5% | -0.9% | -4.3% |
| YTD | -4.2% | +11.3% | -15.4% | -6.0% |
| 1Y | -23.4% | +20.2% | -43.6% | -25.8% |
| 3Y | +179.4% | +79.8% | +99.6% | +137.0% |
| 5Y | +238.8% | +65.6% | +173.2% | +183.1% |
| All | +238.8% | +68.7% | +170.1% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling