+170.5%
AEP vs ROK
+357.9%
-187.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | -1.1% | -4.8% | +3.7% | -0.5% |
| 3M | -3.3% | -6.1% | +2.8% | -2.7% |
| 6M | -4.6% | +15.5% | -20.1% | -6.9% |
| YTD | +9.4% | +11.2% | -1.8% | +7.1% |
| 1Y | +16.9% | +23.8% | -6.9% | +12.7% |
| 3Y | +76.6% | +53.1% | +23.5% | +62.3% |
| 5Y | +66.2% | +48.3% | +17.9% | +50.8% |
| All | +170.5% | +357.9% | -187.4% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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