+0.9%
ROP vs AEIS
+145.7%
-144.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +0.2% | -6.9% | +7.1% | +0.4% |
| 30D | +30.3% | -23.2% | +53.5% | +32.0% |
| 3M | +17.8% | -29.5% | +47.3% | +19.7% |
| 6M | +38.9% | -37.9% | +76.8% | +41.8% |
| YTD | +7.6% | +6.0% | +1.6% | -1.2% |
| 1Y | +6.5% | +1.2% | +5.3% | -1.5% |
| 3Y | -6.3% | +150.0% | -156.2% | -32.6% |
| 5Y | +0.9% | +141.9% | -140.9% | -30.8% |
| All | +0.9% | +145.7% | -144.8% | -30.8% |
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 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