+86.2%
AEP vs ROK
+30.4%
+55.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.9% | +7.1% | -4.2% | +2.2% |
| 30D | +3.2% | -5.0% | +8.1% | +3.5% |
| 3M | +3.8% | -9.4% | +13.2% | +4.6% |
| 6M | +2.5% | -11.0% | +13.5% | +3.2% |
| YTD | +15.5% | +4.4% | +11.0% | +14.0% |
| 1Y | +9.6% | +7.4% | +2.2% | +7.8% |
| 3Y | +91.2% | +61.0% | +30.2% | +75.3% |
| All | +86.2% | +30.4% | +55.9% | +73.0% |
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