-34.1%
ROL vs AEE
+11.1%
-45.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +18.5% | +8.8% | +9.7% | +16.0% |
| 3M | +4.3% | +5.1% | -0.7% | +2.5% |
| 6M | -27.7% | +5.2% | -32.9% | -28.8% |
| YTD | -35.8% | +16.1% | -51.9% | -36.3% |
| 1Y | -34.1% | +10.4% | -44.5% | -34.3% |
| All | -34.1% | +11.1% | -45.2% | -34.3% |
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