+5,059.8%
ROP vs AEIS
+2,566.8%
+2,493.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.9% |
| 7D | -4.4% | +3.0% | -7.4% | -4.9% |
| 30D | +3.2% | -14.6% | +17.9% | +5.5% |
| 3M | +23.1% | -12.4% | +35.5% | +23.1% |
| 6M | +13.3% | -15.0% | +28.3% | +12.5% |
| YTD | -7.9% | +34.3% | -42.1% | -15.8% |
| 1Y | -22.1% | +87.4% | -109.4% | -33.2% |
| 3Y | -16.8% | +139.8% | -156.6% | -33.3% |
| 5Y | -13.5% | +220.7% | -234.3% | -35.1% |
| 10Y | +137.7% | +531.6% | -393.9% | +50.3% |
| All | +5,059.8% | +2,566.8% | +2,493.0% | +1,987.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling