+53.1%
RGTI vs AEP
+71.5%
-18.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.7% |
| 7D | -0.1% | -1.0% | +0.9% | -0.3% |
| 30D | -16.2% | -0.1% | -16.1% | -16.1% |
| 3M | -22.0% | -3.2% | -18.8% | -22.4% |
| 6M | -10.8% | -5.3% | -5.5% | -11.6% |
| YTD | -31.6% | +9.5% | -41.1% | -30.1% |
| 1Y | -6.4% | +17.5% | -23.9% | -2.8% |
| 3Y | +665.7% | +77.0% | +588.7% | +718.6% |
| 5Y | +55.6% | +66.4% | -10.7% | +64.1% |
| All | +53.1% | +71.5% | -18.4% | +61.8% |
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