+6,299.2%
ROK vs AEIS
+2,641.0%
+3,658.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.6% |
| 7D | +2.8% | +8.1% | -5.4% | +1.1% |
| 30D | -2.4% | -11.1% | +8.7% | -0.3% |
| 3M | -4.7% | -5.6% | +1.0% | -5.0% |
| 6M | +16.8% | -0.6% | +17.4% | +14.2% |
| YTD | +11.4% | +38.0% | -26.7% | +1.3% |
| 1Y | +26.2% | +87.2% | -61.1% | +7.3% |
| 3Y | +51.9% | +179.7% | -127.8% | +17.6% |
| 5Y | +46.4% | +241.7% | -195.4% | +8.1% |
| 10Y | +343.5% | +547.2% | -203.7% | +177.0% |
| All | +6,299.2% | +2,641.0% | +3,658.2% | +2,405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling