+214.7%
ROL vs AEIS
+347.9%
-133.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +3.4% | -6.9% | +10.3% | +3.9% |
| 30D | +20.8% | -23.2% | +44.0% | +23.5% |
| 3M | +3.7% | -29.5% | +33.2% | +6.7% |
| 6M | -27.7% | -37.9% | +10.2% | -25.3% |
| YTD | -34.9% | +6.0% | -40.9% | -38.3% |
| 1Y | -33.3% | +1.2% | -34.5% | -36.4% |
| 3Y | +4.3% | +150.0% | -145.6% | -16.8% |
| 5Y | +15.0% | +141.9% | -126.9% | -9.8% |
| 10Y | +214.7% | +356.2% | -141.5% | +97.9% |
| All | +214.7% | +347.9% | -133.2% | +97.9% |
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