+2,214.6%
AEP vs ROL
+9,030.3%
-6,815.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +1.8% | -1.4% | +3.2% | +2.1% |
| 30D | -0.8% | -4.1% | +3.3% | 0.0% |
| 3M | -1.8% | -22.5% | +20.7% | +3.2% |
| 6M | -5.4% | -37.7% | +32.3% | +3.9% |
| YTD | +10.4% | -39.6% | +50.0% | +21.7% |
| 1Y | +18.2% | -36.0% | +54.2% | +28.3% |
| 3Y | +79.0% | -5.1% | +84.1% | +77.8% |
| 5Y | +64.8% | -3.4% | +68.2% | +61.6% |
| 10Y | +170.8% | +215.2% | -44.4% | +105.8% |
| All | +2,214.6% | +9,030.3% | -6,815.7% | +818.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling