+6.0%
ROP vs AEE
+11.1%
-5.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | +29.7% | +8.8% | +20.9% | +29.9% |
| 3M | +21.2% | +5.1% | +16.2% | +20.8% |
| 6M | +48.3% | +5.2% | +43.1% | +49.0% |
| YTD | +8.4% | +16.1% | -7.7% | +11.7% |
| 1Y | +6.0% | +10.4% | -4.4% | +9.6% |
| All | +6.0% | +11.1% | -5.1% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling