+51.5%
RSP vs AEP
+68.7%
-17.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | -0.4% | +2.0% | -2.4% | -1.0% |
| 30D | -1.5% | +0.5% | -2.0% | -1.7% |
| 3M | +4.8% | -0.3% | +5.1% | +4.7% |
| 6M | +10.3% | -3.5% | +13.7% | +11.1% |
| YTD | +14.1% | +11.3% | +2.8% | +9.7% |
| 1Y | +17.0% | +20.2% | -3.2% | +9.3% |
| 3Y | +54.2% | +79.8% | -25.6% | +21.3% |
| 5Y | +51.5% | +65.6% | -14.1% | +22.5% |
| All | +51.5% | +68.7% | -17.2% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling