-24.1%
RKT vs AEE
+71.2%
-95.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -9.0% | +1.7% | -10.7% | -9.9% |
| 30D | +30.2% | +9.7% | +20.5% | +23.6% |
| 3M | -8.8% | +5.9% | -14.8% | -11.8% |
| 6M | -0.9% | +6.7% | -7.6% | -5.0% |
| YTD | -29.2% | +17.4% | -46.5% | -35.8% |
| 1Y | -20.1% | +12.7% | -32.7% | -25.8% |
| 3Y | +81.3% | +68.2% | +13.1% | +30.0% |
| 5Y | -6.6% | +57.3% | -63.9% | -31.0% |
| All | -24.1% | +71.2% | -95.4% | -49.4% |
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