+13,105.6%
ROST vs AEE
+822.6%
+12,283.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +0.2% | +1.3% | -1.1% | -0.3% |
| 30D | -10.0% | -1.2% | -8.7% | -9.6% |
| 3M | +1.2% | +1.0% | +0.2% | +0.5% |
| 6M | +8.9% | -2.3% | +11.2% | +9.4% |
| YTD | +28.1% | +9.1% | +18.9% | +23.0% |
| 1Y | +53.0% | +10.6% | +42.4% | +46.0% |
| 3Y | +97.9% | +48.5% | +49.4% | +65.0% |
| 5Y | +112.0% | +39.9% | +72.1% | +79.5% |
| 10Y | +303.0% | +185.7% | +117.3% | +149.0% |
| All | +13,105.6% | +822.6% | +12,283.0% | +4,431.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AEE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling