+312.1%
ROST vs AEE
+191.1%
+121.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | -6.9% | -2.9% | -4.0% | -5.9% |
| 3M | -3.3% | -2.4% | -0.9% | -2.8% |
| 6M | +9.0% | -2.7% | +11.8% | +9.6% |
| YTD | +28.9% | +7.3% | +21.6% | +24.8% |
| 1Y | +54.0% | +7.5% | +46.4% | +48.8% |
| 3Y | +100.7% | +46.2% | +54.5% | +69.6% |
| 5Y | +116.0% | +39.7% | +76.3% | +84.2% |
| All | +312.1% | +191.1% | +121.0% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling