+5,893.7%
RCL vs AEP
+1,561.7%
+4,332.1%
-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% | +0.5% | +0.7% |
| 7D | +8.5% | -0.8% | +9.3% | +8.9% |
| 30D | +20.4% | +4.9% | +15.5% | +18.0% |
| 3M | +11.0% | +4.9% | +6.1% | +8.7% |
| 6M | +24.9% | -0.3% | +25.1% | +24.3% |
| YTD | +23.9% | +14.3% | +9.6% | +15.7% |
| 1Y | +30.8% | +7.5% | +23.3% | +25.3% |
| 3Y | +270.4% | +82.6% | +187.7% | +173.0% |
| 5Y | +296.1% | +81.5% | +214.6% | +188.6% |
| 10Y | +375.0% | +203.2% | +171.9% | +172.1% |
| All | +5,893.7% | +1,561.7% | +4,332.1% | +1,824.1% |
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