+184.0%
ROP vs AEIS
+375.1%
-191.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | 0.0% |
| 7D | -2.9% | +9.5% | -12.4% | -4.5% |
| 30D | +30.1% | -17.5% | +47.6% | +32.6% |
| 3M | +19.9% | -29.3% | +49.2% | +24.5% |
| 6M | +46.0% | -34.7% | +80.7% | +50.7% |
| YTD | +8.4% | +10.7% | -2.4% | -2.3% |
| 1Y | +8.8% | +7.4% | +1.4% | -1.4% |
| 3Y | -5.6% | +161.1% | -166.8% | -34.1% |
| 5Y | +3.0% | +150.7% | -147.7% | -29.4% |
| 10Y | +184.0% | +360.8% | -176.8% | +50.2% |
| All | +184.0% | +375.1% | -191.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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