+52.3%
ROK vs AEIS
+172.0%
-119.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +0.2% | +6.5% | -6.3% | -1.7% |
| 30D | -1.8% | -9.2% | +7.4% | +0.6% |
| 3M | -7.2% | -8.3% | +1.2% | -7.2% |
| 6M | +14.2% | -6.3% | +20.5% | +10.7% |
| YTD | +10.6% | +36.5% | -25.9% | -8.5% |
| 1Y | +25.9% | +84.8% | -58.9% | -9.6% |
| All | +52.3% | +172.0% | -119.7% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling