+4,589.5%
ROL vs AEIS
+2,566.8%
+2,022.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | -1.4% | +3.0% | -4.4% | -1.8% |
| 30D | -4.1% | -14.6% | +10.6% | -2.3% |
| 3M | -22.5% | -12.4% | -10.1% | -22.3% |
| 6M | -37.7% | -15.0% | -22.7% | -37.7% |
| YTD | -39.6% | +34.3% | -73.9% | -43.4% |
| 1Y | -36.0% | +87.4% | -123.4% | -43.2% |
| 3Y | -5.1% | +139.8% | -144.9% | -20.4% |
| 5Y | -3.4% | +220.7% | -224.1% | -23.4% |
| 10Y | +215.2% | +531.6% | -316.3% | +114.7% |
| All | +4,589.5% | +2,566.8% | +2,022.7% | +2,090.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling