+205.1%
ROL vs AEE
+191.3%
+13.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -6.6% | -2.0% | -4.6% | -5.9% |
| 3M | -27.3% | -2.8% | -24.5% | -26.6% |
| 6M | -38.1% | -3.6% | -34.5% | -37.4% |
| YTD | -41.8% | +7.3% | -49.1% | -43.7% |
| 1Y | -37.8% | +8.7% | -46.5% | -40.2% |
| 3Y | -0.3% | +46.0% | -46.3% | -15.2% |
| 5Y | -5.1% | +39.8% | -44.8% | -18.3% |
| All | +205.1% | +191.3% | +13.8% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling