-38.9%
ROL vs AEIS
+85.4%
-124.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -3.3% | +6.5% | -9.7% | -2.9% |
| 30D | -7.2% | -9.2% | +2.0% | -7.6% |
| 3M | -27.0% | -8.3% | -18.6% | -27.3% |
| 6M | -39.5% | -6.3% | -33.2% | -39.3% |
| YTD | -41.8% | +36.5% | -78.3% | -39.8% |
| 1Y | -38.9% | +84.8% | -123.6% | -33.3% |
| All | -38.9% | +85.4% | -124.3% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling