+4,343.1%
ROL vs AEE
+813.9%
+3,529.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.4% | +0.3% | -1.8% | -1.6% |
| 30D | -4.1% | -2.3% | -1.8% | -3.1% |
| 3M | -22.5% | +0.2% | -22.7% | -22.7% |
| 6M | -37.7% | -4.7% | -32.9% | -36.5% |
| YTD | -39.6% | +8.1% | -47.7% | -42.0% |
| 1Y | -36.0% | +8.5% | -44.6% | -38.7% |
| 3Y | -5.1% | +48.9% | -54.0% | -21.8% |
| 5Y | -3.4% | +39.9% | -43.3% | -18.7% |
| 10Y | +215.2% | +186.5% | +28.7% | +83.2% |
| All | +4,343.1% | +813.9% | +3,529.2% | +1,506.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling