+220.7%
ROL vs AEIS
+332.3%
-111.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.5% | +3.0% |
| 7D | +3.0% | +11.5% | -8.5% | +1.8% |
| 30D | +19.8% | -15.8% | +35.5% | +21.2% |
| 3M | +7.9% | -33.3% | +41.2% | +11.7% |
| 6M | -25.6% | -35.2% | +9.5% | -23.7% |
| YTD | -34.1% | +5.0% | -39.2% | -37.5% |
| 1Y | -31.4% | +8.5% | -39.9% | -35.3% |
| 3Y | +4.7% | +152.9% | -148.2% | -16.8% |
| 5Y | +15.6% | +144.6% | -129.0% | -9.5% |
| All | +220.7% | +332.3% | -111.6% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling