+1,960.8%
AEP vs ROP
+25,523.2%
-23,562.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.4% |
| 7D | +1.8% | -4.4% | +6.2% | +2.5% |
| 30D | -0.8% | +3.2% | -4.0% | -1.4% |
| 3M | -1.8% | +23.1% | -24.9% | -5.3% |
| 6M | -5.4% | +13.3% | -18.7% | -7.6% |
| YTD | +10.4% | -7.9% | +18.3% | +11.1% |
| 1Y | +18.2% | -22.1% | +40.2% | +22.0% |
| 3Y | +79.0% | -16.8% | +95.8% | +82.2% |
| 5Y | +64.8% | -13.5% | +78.4% | +66.2% |
| 10Y | +170.8% | +137.7% | +33.2% | +132.7% |
| All | +1,960.8% | +25,523.2% | -23,562.4% | +1,246.3% |
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