+6.1%
ROL vs AEIS
+152.4%
-146.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.3% | -9.2% | +2.3% |
| 7D | +7.5% | +1.0% | +6.6% | +7.6% |
| 30D | +21.1% | -24.0% | +45.2% | +20.8% |
| 3M | +3.1% | -32.5% | +35.7% | +2.9% |
| 6M | -27.4% | -38.6% | +11.1% | -27.5% |
| YTD | -34.7% | +4.8% | -39.6% | -36.0% |
| 1Y | -32.9% | +1.3% | -34.3% | -34.1% |
| 3Y | +6.1% | +159.2% | -153.1% | -4.8% |
| All | +6.1% | +152.4% | -146.2% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling