-50.9%
RCAT vs AEE
+12.0%
-62.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -2.6% |
| 7D | -5.9% | +1.7% | -7.6% | -4.7% |
| 30D | -19.7% | +9.7% | -29.4% | -13.1% |
| 3M | -62.9% | +5.9% | -68.8% | -61.0% |
| 6M | -59.6% | +6.7% | -66.3% | -57.0% |
| YTD | -52.1% | +17.4% | -69.4% | -51.0% |
| 1Y | -50.9% | +12.7% | -63.6% | -45.8% |
| All | -50.9% | +12.0% | -62.9% | -45.8% |
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 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