+2,285.8%
AEP vs ROL
+9,763.6%
-7,477.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.0% |
| 7D | -1.5% | +7.5% | -9.1% | -3.0% |
| 30D | +4.5% | +21.1% | -16.6% | +0.4% |
| 3M | +2.8% | +3.1% | -0.3% | +1.9% |
| 6M | -0.7% | -27.4% | +26.8% | +5.5% |
| YTD | +13.8% | -34.7% | +48.6% | +23.2% |
| 1Y | +9.0% | -32.9% | +41.9% | +17.2% |
| 3Y | +83.0% | +6.1% | +76.9% | +77.6% |
| 5Y | +83.3% | +16.3% | +66.9% | +73.0% |
| 10Y | +194.6% | +214.9% | -20.3% | +123.3% |
| All | +2,285.8% | +9,763.6% | -7,477.7% | +829.5% |
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