+411.4%
RCAT vs AEE
+59.5%
+351.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.3% | +11.4% |
| 7D | +1.1% | +2.3% | -1.2% | +1.2% |
| 30D | -22.0% | +11.6% | -33.6% | -22.1% |
| 3M | -51.1% | +5.5% | -56.6% | -51.1% |
| 6M | -56.6% | +6.0% | -62.6% | -56.9% |
| YTD | -43.3% | +16.6% | -59.8% | -45.7% |
| 1Y | -51.5% | +12.1% | -63.6% | -52.8% |
| 3Y | +411.4% | +64.2% | +347.1% | +314.6% |
| All | +411.4% | +59.5% | +351.8% | +314.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling