-15.3%
ROP vs AEE
+43.4%
-58.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.8% | -3.2% |
| 7D | -5.4% | +1.3% | -6.7% | -5.8% |
| 30D | -1.6% | -1.2% | -0.4% | -1.3% |
| 3M | +18.8% | +1.0% | +17.8% | +18.3% |
| 6M | +8.2% | -2.3% | +10.5% | +8.6% |
| YTD | -10.5% | +9.1% | -19.6% | -14.0% |
| 1Y | -23.7% | +10.6% | -34.3% | -27.2% |
| 3Y | -17.9% | +48.5% | -66.4% | -30.8% |
| 5Y | -15.3% | +39.9% | -55.2% | -26.1% |
| All | -15.3% | +43.4% | -58.7% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling