+95.0%
ROST vs AEIS
+148.8%
-53.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.6% | -1.9% |
| 7D | +0.3% | +11.5% | -11.3% | -0.9% |
| 30D | +0.5% | -15.8% | +16.2% | +1.8% |
| 3M | -5.2% | -33.3% | +28.1% | -1.8% |
| 6M | +9.8% | -35.2% | +45.0% | +13.1% |
| YTD | +29.4% | +5.0% | +24.4% | +21.5% |
| 1Y | +44.4% | +8.5% | +35.9% | +34.6% |
| 3Y | +95.0% | +152.9% | -57.9% | +49.7% |
| All | +95.0% | +148.8% | -53.8% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling