+2,319.9%
AEP vs ROK
+14,694.8%
-12,374.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.9% | +7.1% | -4.2% | +1.6% |
| 30D | +3.2% | -5.0% | +8.1% | +3.9% |
| 3M | +3.8% | -9.4% | +13.2% | +5.4% |
| 6M | +2.5% | -11.0% | +13.5% | +4.0% |
| YTD | +15.5% | +4.4% | +11.0% | +13.0% |
| 1Y | +9.6% | +7.4% | +2.2% | +6.6% |
| 3Y | +91.2% | +61.0% | +30.2% | +67.9% |
| 5Y | +88.2% | +30.4% | +57.8% | +69.5% |
| 10Y | +205.1% | +264.8% | -59.7% | +113.6% |
| All | +2,319.9% | +14,694.8% | -12,374.8% | +652.5% |
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