-15.3%
ROP vs AEIS
+228.8%
-244.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.6% | -3.1% |
| 7D | -5.4% | +8.1% | -13.6% | -6.0% |
| 30D | -1.6% | -11.1% | +9.5% | -0.9% |
| 3M | +18.8% | -5.6% | +24.5% | +17.8% |
| 6M | +8.2% | -0.6% | +8.8% | +5.0% |
| YTD | -10.5% | +38.0% | -48.5% | -18.7% |
| 1Y | -23.7% | +87.2% | -111.0% | -35.5% |
| 3Y | -17.9% | +179.7% | -197.5% | -39.0% |
| 5Y | -15.3% | +241.7% | -257.1% | -43.0% |
| All | -15.3% | +228.8% | -244.2% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling