+182.3%
RCAT vs AEE
+39.2%
+143.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.0% | -6.4% |
| 7D | -2.3% | +1.1% | -3.3% | -2.4% |
| 30D | -18.7% | 0.0% | -18.7% | -18.7% |
| 3M | -29.3% | -0.9% | -28.4% | -29.5% |
| 6M | -42.3% | -2.4% | -39.9% | -42.5% |
| YTD | +2.5% | +8.6% | -6.1% | -0.7% |
| 1Y | -5.7% | +10.2% | -15.8% | -8.8% |
| 3Y | +764.9% | +47.8% | +717.1% | +673.4% |
| 5Y | +182.3% | +40.1% | +142.2% | +139.8% |
| All | +182.3% | +39.2% | +143.1% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling