+65.1%
AEP vs ROK
+45.0%
+20.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +1.5% | -1.8% | +3.3% | +1.6% |
| 3M | -1.7% | -7.2% | +5.5% | -1.2% |
| 6M | -4.0% | +14.2% | -18.2% | -5.7% |
| YTD | +10.6% | +10.6% | 0.0% | +8.8% |
| 1Y | +18.6% | +25.9% | -7.3% | +14.9% |
| 3Y | +78.7% | +50.8% | +27.9% | +67.1% |
| 5Y | +65.1% | +47.0% | +18.0% | +48.9% |
| All | +65.1% | +45.0% | +20.1% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling