+0.8%
ROL vs AEE
+49.7%
-48.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -3.4% | +1.3% | -4.7% | -3.9% |
| 30D | -6.9% | -1.2% | -5.7% | -6.6% |
| 3M | -24.6% | +1.0% | -25.6% | -25.0% |
| 6M | -39.5% | -2.3% | -37.3% | -39.2% |
| YTD | -41.1% | +9.1% | -50.2% | -43.3% |
| 1Y | -37.9% | +10.6% | -48.5% | -40.6% |
| 3Y | +0.8% | +48.5% | -47.7% | -10.6% |
| All | +0.8% | +49.7% | -48.9% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling