+1,115.8%
RSP vs AEP
+1,123.2%
-7.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.0% | -2.8% | +1.8% | +0.4% |
| 30D | +2.6% | +3.6% | -1.1% | +0.7% |
| 3M | -0.8% | +1.8% | -2.6% | -1.9% |
| 6M | +6.3% | -3.1% | +9.4% | +7.4% |
| YTD | +14.1% | +12.2% | +1.9% | +6.6% |
| 1Y | +18.0% | +9.1% | +8.9% | +11.7% |
| 3Y | +61.0% | +77.9% | -16.9% | +15.3% |
| 5Y | +45.6% | +78.1% | -32.5% | +2.4% |
| 10Y | +220.2% | +187.8% | +32.4% | +64.1% |
| All | +1,115.8% | +1,123.2% | -7.4% | +167.5% |
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 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