+170.8%
AEP vs ROST
+308.3%
-137.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -2.5% | +1.5% | -0.7% |
| 30D | -0.1% | -10.3% | +10.2% | +1.3% |
| 3M | -3.2% | -2.6% | -0.6% | -3.1% |
| 6M | -5.3% | +6.5% | -11.8% | -6.4% |
| YTD | +9.5% | +25.9% | -16.4% | +5.7% |
| 1Y | +17.5% | +52.3% | -34.8% | +10.2% |
| 3Y | +77.0% | +94.6% | -17.6% | +58.8% |
| 5Y | +66.4% | +111.1% | -44.7% | +45.3% |
| All | +170.8% | +308.3% | -137.5% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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