+5,893.7%
RCL vs AEP
+1,549.1%
+4,344.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +8.5% | -1.6% | +10.1% | +9.2% |
| 30D | +20.4% | +4.1% | +16.3% | +18.3% |
| 3M | +11.0% | +4.1% | +6.9% | +9.1% |
| 6M | +24.9% | -1.0% | +25.9% | +24.7% |
| YTD | +23.9% | +13.4% | +10.4% | +16.1% |
| 1Y | +30.8% | +6.7% | +24.1% | +25.7% |
| 3Y | +270.4% | +81.3% | +189.1% | +173.9% |
| 5Y | +296.1% | +80.1% | +216.0% | +189.5% |
| 10Y | +375.0% | +200.9% | +174.1% | +172.9% |
| All | +5,893.7% | +1,549.1% | +4,344.6% | +1,830.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling