+135.7%
ROP vs AEIS
+545.5%
-409.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -6.1% | +6.5% | -12.6% | -7.1% |
| 30D | -3.4% | -9.2% | +5.8% | -2.2% |
| 3M | +16.7% | -8.3% | +25.0% | +15.7% |
| 6M | +8.1% | -6.3% | +14.4% | +5.0% |
| YTD | -11.7% | +36.5% | -48.2% | -21.8% |
| 1Y | -24.2% | +84.8% | -109.0% | -38.2% |
| 3Y | -19.0% | +176.6% | -195.5% | -42.4% |
| 5Y | -15.9% | +237.1% | -253.0% | -44.7% |
| 10Y | +135.7% | +554.7% | -419.0% | +13.8% |
| All | +135.7% | +545.5% | -409.9% | +13.8% |
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