-15.4%
ROP vs AEIS
+166.1%
-181.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.6% |
| 7D | -4.4% | +3.0% | -7.4% | -4.4% |
| 30D | +3.2% | -14.6% | +17.9% | +3.2% |
| 3M | +23.1% | -12.4% | +35.5% | +22.8% |
| 6M | +13.3% | -15.0% | +28.3% | +12.6% |
| YTD | -7.9% | +34.3% | -42.1% | -13.4% |
| 1Y | -22.1% | +87.4% | -109.4% | -30.9% |
| All | -15.4% | +166.1% | -181.6% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling