+66.4%
AEP vs ROL
-4.5%
+70.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.0% | -3.2% | +2.2% | -0.3% |
| 30D | -0.1% | -6.6% | +6.5% | +1.3% |
| 3M | -3.2% | -27.3% | +24.1% | +3.5% |
| 6M | -5.3% | -38.1% | +32.8% | +5.0% |
| YTD | +9.5% | -41.8% | +51.3% | +22.4% |
| 1Y | +17.5% | -37.8% | +55.3% | +28.7% |
| 3Y | +77.0% | -0.3% | +77.3% | +69.4% |
| 5Y | +66.4% | -5.1% | +71.4% | +55.3% |
| All | +66.4% | -4.5% | +70.9% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling