-22.2%
RKT vs AEE
+58.9%
-81.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | +1.4% | -2.3% | +3.7% | +2.8% |
| 3M | +6.3% | +0.2% | +6.1% | +5.5% |
| 6M | -15.5% | -4.1% | -11.4% | -13.8% |
| YTD | -27.4% | +8.9% | -36.2% | -31.3% |
| 1Y | -26.6% | +9.3% | -35.9% | -30.8% |
| 3Y | +41.2% | +49.9% | -8.7% | +8.3% |
| 5Y | -6.4% | +40.9% | -47.3% | -26.4% |
| All | -22.2% | +58.9% | -81.1% | -45.9% |
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