+177.7%
AEP vs ROL
+205.3%
-27.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +0.9% | -3.3% | +4.2% | +1.7% |
| 30D | +1.5% | -7.2% | +8.7% | +3.3% |
| 3M | -1.7% | -27.0% | +25.3% | +5.9% |
| 6M | -4.0% | -39.5% | +35.5% | +8.3% |
| YTD | +10.6% | -41.8% | +52.4% | +25.5% |
| 1Y | +18.6% | -38.9% | +57.5% | +32.4% |
| 3Y | +78.7% | -0.4% | +79.1% | +73.0% |
| 5Y | +65.1% | -4.2% | +69.3% | +59.1% |
| 10Y | +177.7% | +208.2% | -30.5% | +104.3% |
| All | +177.7% | +205.3% | -27.6% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling