+111.1%
ROST vs AEE
+38.5%
+72.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -10.3% | -2.0% | -8.3% | -9.8% |
| 3M | -2.6% | -2.8% | +0.2% | -2.1% |
| 6M | +6.5% | -3.6% | +10.1% | +7.3% |
| YTD | +25.9% | +7.3% | +18.6% | +22.7% |
| 1Y | +52.3% | +8.7% | +43.6% | +47.7% |
| 3Y | +94.6% | +46.0% | +48.5% | +69.4% |
| 5Y | +111.1% | +39.8% | +71.3% | +84.8% |
| All | +111.1% | +38.5% | +72.6% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling