+48.3%
ROP vs AEIS
-34.7%
+83.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | -0.2% |
| 7D | -2.7% | +23.2% | -25.9% | +2.4% |
| 30D | +29.7% | -17.0% | +46.7% | +26.0% |
| 3M | +21.2% | -32.2% | +53.4% | +13.2% |
| 6M | +48.3% | -32.6% | +80.8% | +41.6% |
| All | +48.3% | -34.7% | +83.0% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling