-60.0%
RCAT vs AEE
+5.4%
-65.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.3% | +12.7% |
| 7D | +1.1% | +2.3% | -1.2% | +4.6% |
| 30D | -22.0% | +11.6% | -33.6% | -8.9% |
| 3M | -51.1% | +5.5% | -56.6% | -47.9% |
| All | -60.0% | +5.4% | -65.4% | -54.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling