+25.0%
ROK vs AEIS
+6.2%
+18.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.6% | +1.4% |
| 7D | 0.0% | -12.7% | +12.7% | +2.3% |
| 30D | -2.5% | -28.8% | +26.4% | +3.1% |
| 3M | 0.0% | -38.0% | +38.0% | +7.8% |
| 6M | +11.6% | -45.3% | +56.9% | +21.6% |
| YTD | +15.2% | +1.1% | +14.0% | +8.3% |
| 1Y | +25.0% | +8.6% | +16.4% | +16.3% |
| All | +25.0% | +6.2% | +18.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling