+2,214.6%
AEP vs ROK
+15,847.2%
-13,632.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | -0.8% | -3.3% | +2.5% | -0.2% |
| 3M | -1.8% | -5.9% | +4.0% | -1.1% |
| 6M | -5.4% | +13.9% | -19.2% | -8.3% |
| YTD | +10.4% | +12.6% | -2.1% | +7.0% |
| 1Y | +18.2% | +28.6% | -10.4% | +11.4% |
| 3Y | +79.0% | +45.1% | +33.9% | +61.0% |
| 5Y | +64.8% | +45.6% | +19.3% | +45.6% |
| 10Y | +170.8% | +345.0% | -174.2% | +82.5% |
| All | +2,214.6% | +15,847.2% | -13,632.6% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling