+18.2%
AEP vs ROL
-35.4%
+53.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -0.8% | -4.1% | +3.3% | -0.8% |
| 3M | -1.8% | -22.5% | +20.7% | -1.6% |
| 6M | -5.4% | -37.7% | +32.3% | -5.9% |
| YTD | +10.4% | -39.6% | +50.0% | +8.6% |
| 1Y | +18.2% | -36.0% | +54.2% | +17.3% |
| All | +18.2% | -35.4% | +53.6% | +17.3% |
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