+1,127.7%
RSP vs AEP
+1,103.5%
+24.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | +1.8% | -2.6% | -1.6% |
| 30D | -0.3% | -0.8% | +0.5% | 0.0% |
| 3M | +4.3% | -1.8% | +6.1% | +4.9% |
| 6M | +8.8% | -5.4% | +14.2% | +11.2% |
| YTD | +15.3% | +10.4% | +4.8% | +8.6% |
| 1Y | +18.3% | +18.2% | +0.1% | +7.3% |
| 3Y | +52.8% | +79.0% | -26.2% | +8.9% |
| 5Y | +51.7% | +64.8% | -13.1% | +11.2% |
| 10Y | +208.5% | +170.8% | +37.6% | +63.7% |
| All | +1,127.7% | +1,103.5% | +24.2% | +172.6% |
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