+213.2%
RSP vs AEP
+194.7%
+18.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | +3.7% | +4.1% | -0.4% | +2.1% |
| 3M | +0.7% | +4.1% | -3.4% | -0.9% |
| 6M | +9.0% | -1.0% | +10.1% | +9.1% |
| YTD | +16.7% | +13.4% | +3.3% | +10.3% |
| 1Y | +19.0% | +6.7% | +12.3% | +15.1% |
| 3Y | +64.7% | +81.3% | -16.5% | +25.6% |
| 5Y | +49.6% | +80.1% | -30.5% | +13.2% |
| 10Y | +213.2% | +200.9% | +12.3% | +121.1% |
| All | +213.2% | +194.7% | +18.5% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling