+55.9%
RSP vs AEP
+80.1%
-24.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | +1.8% | -2.6% | -1.1% |
| 30D | -0.3% | -0.8% | +0.5% | -0.2% |
| 3M | +4.3% | -1.8% | +6.1% | +4.5% |
| 6M | +8.8% | -5.4% | +14.2% | +9.7% |
| YTD | +15.3% | +10.4% | +4.8% | +12.6% |
| 1Y | +18.3% | +18.2% | +0.1% | +13.7% |
| All | +55.9% | +80.1% | -24.2% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling