+2,054.6%
AEP vs ROP
+30,172.7%
-28,118.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +3.2% | +28.8% | -25.6% | -1.0% |
| 3M | +3.8% | +21.1% | -17.2% | +0.5% |
| 6M | +2.5% | +52.5% | -50.0% | -4.6% |
| YTD | +15.5% | +8.9% | +6.6% | +12.9% |
| 1Y | +9.6% | +8.2% | +1.4% | +7.3% |
| 3Y | +91.2% | -5.2% | +96.3% | +90.3% |
| 5Y | +88.2% | +1.7% | +86.5% | +84.6% |
| 10Y | +205.1% | +185.4% | +19.7% | +154.3% |
| All | +2,054.6% | +30,172.7% | -28,118.1% | +1,268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling