-5.2%
ROP vs AEE
+65.0%
-70.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +0.7% | +1.7% | -1.0% | +0.4% |
| 30D | +28.8% | +9.7% | +19.0% | +26.7% |
| 3M | +21.1% | +5.9% | +15.1% | +19.7% |
| 6M | +52.5% | +6.7% | +45.8% | +50.6% |
| YTD | +8.9% | +17.4% | -8.5% | +4.8% |
| 1Y | +8.2% | +12.7% | -4.4% | +5.3% |
| 3Y | -5.2% | +68.2% | -73.4% | -13.9% |
| All | -5.2% | +65.0% | -70.1% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling