+2,320.5%
AEP vs ROL
+9,745.6%
-7,425.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +0.7% | +0.8% | 0.0% | +0.6% |
| 30D | +4.8% | +20.6% | -15.8% | +0.8% |
| 3M | +5.4% | +4.5% | +0.9% | +4.1% |
| 6M | +0.4% | -26.5% | +26.9% | +6.3% |
| YTD | +15.5% | -34.8% | +50.3% | +25.0% |
| 1Y | +8.5% | -33.2% | +41.7% | +16.8% |
| 3Y | +84.6% | +4.5% | +80.1% | +79.7% |
| 5Y | +86.9% | +15.5% | +71.4% | +76.6% |
| 10Y | +205.1% | +217.2% | -12.1% | +130.9% |
| All | +2,320.5% | +9,745.6% | -7,425.2% | +843.4% |
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