+0.5%
RGTI vs AEP
+16.1%
-15.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.5% | +1.8% | -4.3% | -2.6% |
| 30D | -9.4% | -0.8% | -8.6% | -9.4% |
| 3M | -37.1% | -1.8% | -35.3% | -37.7% |
| 6M | -14.4% | -5.4% | -9.1% | -14.7% |
| YTD | -31.4% | +10.4% | -41.8% | -37.7% |
| 1Y | +0.5% | +18.2% | -17.6% | -8.0% |
| All | +0.5% | +16.1% | -15.6% | -8.0% |
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