+25.8%
ROK vs AEIS
+76.3%
-50.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -5.4% | -16.4% | +11.0% | -2.6% |
| 3M | -4.0% | -11.1% | +7.2% | -3.1% |
| 6M | +13.3% | -12.0% | +25.4% | +12.4% |
| YTD | +9.3% | +30.9% | -21.5% | -1.4% |
| 1Y | +25.8% | +74.3% | -48.5% | +7.1% |
| All | +25.8% | +76.3% | -50.4% | +7.1% |
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