-27.0%
RKT vs AEE
+56.6%
-83.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | -7.2% | -0.7% | -6.6% | -6.9% |
| 30D | -7.9% | -2.0% | -5.9% | -6.9% |
| 3M | +5.2% | -2.8% | +8.0% | +6.4% |
| 6M | -14.9% | -3.6% | -11.3% | -13.6% |
| YTD | -31.9% | +7.3% | -39.2% | -35.1% |
| 1Y | -36.9% | +8.7% | -45.6% | -40.3% |
| 3Y | +35.7% | +46.0% | -10.3% | +5.7% |
| 5Y | -9.7% | +39.8% | -49.4% | -28.7% |
| All | -27.0% | +56.6% | -83.6% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling