+3,308.0%
ROP vs AEE
+813.9%
+2,494.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.6% | -3.6% |
| 7D | -4.4% | +0.3% | -4.8% | -4.6% |
| 30D | +3.2% | -2.3% | +5.5% | +4.3% |
| 3M | +23.1% | +0.2% | +22.8% | +22.6% |
| 6M | +13.3% | -4.7% | +18.1% | +15.2% |
| YTD | -7.9% | +8.1% | -16.0% | -12.2% |
| 1Y | -22.1% | +8.5% | -30.6% | -26.1% |
| 3Y | -16.8% | +48.9% | -65.7% | -33.8% |
| 5Y | -13.5% | +39.9% | -53.4% | -29.6% |
| 10Y | +137.7% | +186.5% | -48.9% | +28.4% |
| All | +3,308.0% | +813.9% | +2,494.1% | +962.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling