+79.6%
AEP vs ROST
+96.8%
-17.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | +0.5% | -10.0% | +10.5% | +1.1% |
| 3M | -0.3% | +1.2% | -1.5% | -0.6% |
| 6M | -3.5% | +8.9% | -12.4% | -4.2% |
| YTD | +11.3% | +28.1% | -16.8% | +9.2% |
| 1Y | +20.2% | +53.0% | -32.7% | +16.6% |
| All | +79.6% | +96.8% | -17.1% | +63.2% |
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