+209.8%
RSP vs AEP
+170.1%
+39.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -1.8% | +0.9% | -2.7% | -2.1% |
| 30D | -2.5% | +1.5% | -4.0% | -3.1% |
| 3M | +3.0% | -1.7% | +4.7% | +3.4% |
| 6M | +8.9% | -4.0% | +12.9% | +10.1% |
| YTD | +13.0% | +10.6% | +2.4% | +7.9% |
| 1Y | +16.2% | +18.6% | -2.4% | +7.7% |
| 3Y | +52.7% | +78.7% | -26.0% | +17.1% |
| 5Y | +50.5% | +65.1% | -14.6% | +18.4% |
| 10Y | +209.8% | +177.7% | +32.1% | +119.8% |
| All | +209.8% | +170.1% | +39.7% | +119.8% |
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 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