+2,214.6%
AEP vs ROST
+70,186.3%
-67,971.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +1.8% | +0.9% | +0.9% | +1.7% |
| 30D | -0.8% | -8.9% | +8.1% | +0.1% |
| 3M | -1.8% | -0.8% | -1.0% | -1.9% |
| 6M | -5.4% | +8.5% | -13.8% | -6.4% |
| YTD | +10.4% | +28.6% | -18.1% | +7.3% |
| 1Y | +18.2% | +52.3% | -34.2% | +12.6% |
| 3Y | +79.0% | +94.8% | -15.9% | +65.3% |
| 5Y | +64.8% | +110.8% | -45.9% | +49.3% |
| 10Y | +170.8% | +304.5% | -133.7% | +125.0% |
| All | +2,214.6% | +70,186.3% | -67,971.6% | +1,248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling