+10.8%
AEP vs ROL
-34.1%
+44.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -0.6% |
| 7D | +0.8% | +14.6% | -13.8% | 0.0% |
| 30D | +7.9% | +29.3% | -21.3% | +6.6% |
| 3M | +1.5% | +2.0% | -0.5% | +0.8% |
| 6M | -2.6% | -28.5% | +25.9% | -2.5% |
| YTD | +14.7% | -35.3% | +50.0% | +10.9% |
| 1Y | +10.8% | -34.7% | +45.5% | +7.4% |
| All | +10.8% | -34.1% | +44.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling