-37.8%
ROL vs AEE
+9.0%
-46.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -6.6% | -2.0% | -4.6% | -6.3% |
| 3M | -27.3% | -2.8% | -24.5% | -26.8% |
| 6M | -38.1% | -3.6% | -34.5% | -37.5% |
| YTD | -41.8% | +7.3% | -49.1% | -42.6% |
| 1Y | -37.8% | +8.7% | -46.5% | -40.1% |
| All | -37.8% | +9.0% | -46.8% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling