+13,159.5%
ROST vs AEE
+820.4%
+12,339.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -8.9% | -2.3% | -6.6% | -8.1% |
| 3M | -0.8% | +0.2% | -1.0% | -1.3% |
| 6M | +8.5% | -4.1% | +12.6% | +9.7% |
| YTD | +28.6% | +8.9% | +19.7% | +23.6% |
| 1Y | +52.3% | +9.3% | +43.0% | +46.0% |
| 3Y | +94.8% | +49.9% | +44.9% | +61.9% |
| 5Y | +110.8% | +40.9% | +69.9% | +77.9% |
| 10Y | +304.5% | +188.6% | +116.0% | +148.9% |
| All | +13,159.5% | +820.4% | +12,339.1% | +4,453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling