+16.0%
ROL vs AEE
+56.4%
-40.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +3.0% | +1.7% | +1.3% | +2.3% |
| 30D | +19.8% | +9.7% | +10.0% | +15.2% |
| 3M | +7.9% | +5.9% | +2.0% | +5.3% |
| 6M | -25.6% | +6.7% | -32.3% | -27.8% |
| YTD | -34.1% | +17.4% | -51.5% | -38.9% |
| 1Y | -31.4% | +12.7% | -44.1% | -35.2% |
| 3Y | +4.7% | +68.2% | -63.5% | -16.9% |
| All | +16.0% | +56.4% | -40.5% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling