+302.7%
ROST vs AEIS
+531.1%
-228.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +1.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -10.3% | -16.4% | +6.1% | -6.6% |
| 3M | -2.6% | -11.1% | +8.6% | -2.5% |
| 6M | +6.5% | -12.0% | +18.6% | +5.5% |
| YTD | +25.9% | +30.9% | -4.9% | +10.0% |
| 1Y | +52.3% | +74.3% | -22.0% | +20.7% |
| 3Y | +94.6% | +165.2% | -70.6% | +28.7% |
| 5Y | +111.1% | +220.0% | -108.9% | +27.6% |
| All | +302.7% | +531.1% | -228.4% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling