-100.0%
RCAT vs AEE
+594.5%
-694.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -3.3% | -2.3% | -1.1% | -3.0% |
| 3M | -43.2% | +0.2% | -43.4% | -43.5% |
| 6M | -43.2% | -4.7% | -38.4% | -43.0% |
| YTD | +5.5% | +8.1% | -2.6% | +3.1% |
| 1Y | -1.6% | +8.5% | -10.2% | -3.9% |
| 3Y | +773.7% | +48.9% | +724.8% | +698.0% |
| 5Y | +187.6% | +39.9% | +147.7% | +164.6% |
| 10Y | -98.5% | +186.5% | -285.0% | -98.7% |
| All | -100.0% | +594.5% | -694.5% | -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