+90.8%
AEP vs ROST
+98.9%
-8.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | -0.2% |
| 7D | +2.5% | +0.9% | +1.6% | +2.4% |
| 30D | +3.4% | +5.1% | -1.7% | +3.1% |
| 3M | +4.2% | -4.3% | +8.5% | +4.4% |
| 6M | -0.8% | +9.4% | -10.2% | -1.5% |
| YTD | +15.2% | +32.5% | -17.3% | +13.3% |
| 1Y | +8.3% | +46.9% | -38.6% | +5.9% |
| All | +90.8% | +98.9% | -8.2% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling