-100.0%
RCAT vs AEE
+646.8%
-746.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.4% |
| 7D | -5.6% | +3.0% | -8.6% | -6.1% |
| 30D | -27.0% | +11.2% | -38.3% | -28.5% |
| 3M | -57.9% | +7.0% | -64.9% | -58.4% |
| 6M | -59.4% | +5.7% | -65.1% | -60.0% |
| YTD | -46.9% | +16.2% | -63.1% | -48.8% |
| 1Y | -54.0% | +12.0% | -66.1% | -55.4% |
| 3Y | +378.4% | +63.4% | +315.0% | +329.6% |
| 5Y | +61.9% | +56.0% | +5.9% | +46.1% |
| 10Y | -99.6% | +217.4% | -317.0% | -99.7% |
| All | -100.0% | +646.8% | -746.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling