+135.7%
ROP vs AEE
+186.8%
-51.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -6.1% | +1.1% | -7.2% | -6.5% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +16.7% | -0.9% | +17.6% | +16.9% |
| 6M | +8.1% | -2.4% | +10.5% | +8.5% |
| YTD | -11.7% | +8.6% | -20.3% | -15.5% |
| 1Y | -24.2% | +10.2% | -34.4% | -28.1% |
| 3Y | -19.0% | +47.8% | -66.8% | -33.4% |
| 5Y | -15.9% | +40.1% | -56.0% | -29.6% |
| 10Y | +135.7% | +195.0% | -59.3% | +61.6% |
| All | +135.7% | +186.8% | -51.1% | +61.6% |
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