+208.2%
ROL vs AEIS
+545.5%
-337.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -3.3% | +6.5% | -9.7% | -4.0% |
| 30D | -7.2% | -9.2% | +2.0% | -6.4% |
| 3M | -27.0% | -8.3% | -18.6% | -27.3% |
| 6M | -39.5% | -6.3% | -33.2% | -40.3% |
| YTD | -41.8% | +36.5% | -78.3% | -45.9% |
| 1Y | -38.9% | +84.8% | -123.6% | -46.1% |
| 3Y | -0.4% | +176.6% | -177.0% | -20.1% |
| 5Y | -4.2% | +237.1% | -241.3% | -27.3% |
| 10Y | +208.2% | +554.7% | -346.5% | +86.3% |
| All | +208.2% | +545.5% | -337.3% | +86.3% |
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