-57.8%
RCAT vs AEE
+13.9%
-71.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.5% | -12.8% | -8.5% |
| 7D | -18.5% | +4.7% | -23.2% | -15.6% |
| 30D | -37.0% | +13.4% | -50.4% | -30.9% |
| 3M | -54.9% | +4.1% | -58.9% | -53.4% |
| 6M | -63.6% | +2.0% | -65.7% | -62.0% |
| YTD | -49.6% | +15.6% | -65.2% | -50.8% |
| 1Y | -57.8% | +14.1% | -71.9% | -57.4% |
| All | -57.8% | +13.9% | -71.7% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling