+205.1%
AEP vs ROP
+183.0%
+22.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +0.7% | -2.9% | +3.7% | +1.5% |
| 30D | +4.8% | +30.1% | -25.2% | -2.5% |
| 3M | +5.4% | +19.9% | -14.5% | 0.0% |
| 6M | +0.4% | +46.0% | -45.6% | -10.3% |
| YTD | +15.5% | +8.4% | +7.1% | +12.2% |
| 1Y | +8.5% | +8.8% | -0.3% | +5.2% |
| 3Y | +84.6% | -5.6% | +90.2% | +85.0% |
| 5Y | +86.9% | +3.0% | +83.9% | +79.4% |
| 10Y | +205.1% | +184.0% | +21.1% | +135.2% |
| All | +205.1% | +183.0% | +22.1% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling