+81.3%
RKT vs AEE
+65.0%
+16.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -9.0% | +1.7% | -10.7% | -9.8% |
| 30D | +30.2% | +9.7% | +20.5% | +24.4% |
| 3M | -8.8% | +5.9% | -14.8% | -11.4% |
| 6M | -0.9% | +6.7% | -7.6% | -4.6% |
| YTD | -29.2% | +17.4% | -46.5% | -35.0% |
| 1Y | -20.1% | +12.7% | -32.7% | -25.1% |
| 3Y | +81.3% | +68.2% | +13.1% | +9.7% |
| All | +81.3% | +65.0% | +16.3% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling