+183.1%
ROP vs AEE
+219.0%
-35.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +29.7% | +8.8% | +20.9% | +25.3% |
| 3M | +21.2% | +5.1% | +16.2% | +18.7% |
| 6M | +48.3% | +5.2% | +43.1% | +44.7% |
| YTD | +8.4% | +16.1% | -7.7% | +0.8% |
| 1Y | +6.0% | +10.4% | -4.4% | +0.7% |
| 3Y | -5.6% | +63.1% | -68.7% | -25.7% |
| 5Y | +1.3% | +55.6% | -54.3% | -19.1% |
| All | +183.1% | +219.0% | -35.9% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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