It is explained in README.DOC file. You can find it at least in your AOE (not ROR) CD root directory. Shortly:
If a player's frame rate drops below 15 frames per second, a turtle appears beside the name of the player with the slowest system. If the frame rate of more than one player drops below 15 frames per second, a turtle is shown only beside the name of the player with the slowest system. The player can try to improve performance, as explained throughout this section, or drop out of the game.
If you are connected to a multiplayer game across the Internet, a yellow or red symbol appears beside the names of players with whom you have a slow connection (yellow = latency of 300 milliseconds to 1 second; red = latency greater than 1 second).
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SimMayor - zone name APC_SIM
If you know neither the enemy nor yourself, you will succumb in every battle.(Sun Tzu)
www.geocities.com/~realsimmayor/aoeindex.html