-4.7%
ROL vs AEIS
+228.8%
-233.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -2.7% |
| 7D | -3.4% | +8.1% | -11.6% | -3.9% |
| 30D | -6.9% | -11.1% | +4.2% | -6.4% |
| 3M | -24.6% | -5.6% | -19.0% | -25.0% |
| 6M | -39.5% | -0.6% | -38.9% | -40.5% |
| YTD | -41.1% | +38.0% | -79.1% | -44.2% |
| 1Y | -37.9% | +87.2% | -125.2% | -43.7% |
| 3Y | +0.8% | +179.7% | -178.9% | -16.4% |
| 5Y | -4.7% | +241.7% | -246.4% | -26.5% |
| All | -4.7% | +228.8% | -233.5% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling