+79.8%
AEP vs ROL
+1.0%
+78.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.1% |
| 7D | +2.0% | -3.4% | +5.4% | +2.5% |
| 30D | +0.5% | -6.9% | +7.5% | +1.6% |
| 3M | -0.3% | -24.6% | +24.3% | +4.2% |
| 6M | -3.5% | -39.5% | +36.1% | +4.8% |
| YTD | +11.3% | -41.1% | +52.4% | +20.5% |
| 1Y | +20.2% | -37.9% | +58.2% | +28.5% |
| 3Y | +79.8% | +0.8% | +79.0% | +68.3% |
| All | +79.8% | +1.0% | +78.7% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling