+7.4%
ROK vs AEIS
+4.7%
+2.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.5% | +0.4% |
| 7D | +7.1% | +11.5% | -4.4% | +4.5% |
| 30D | -5.0% | -15.8% | +10.8% | -2.3% |
| 3M | -9.4% | -33.3% | +23.9% | -3.3% |
| 6M | -11.0% | -35.2% | +24.2% | -5.3% |
| YTD | +4.4% | +5.0% | -0.6% | -7.8% |
| 1Y | +7.4% | +8.5% | -1.1% | -6.4% |
| All | +7.4% | +4.7% | +2.8% | -6.4% |
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