-27.0%
RKT vs AEIS
+251.5%
-278.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.4% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -7.9% | -16.4% | +8.5% | -2.9% |
| 3M | +5.2% | -11.1% | +16.3% | +5.9% |
| 6M | -14.9% | -12.0% | -2.9% | -15.0% |
| YTD | -31.9% | +30.9% | -62.7% | -41.7% |
| 1Y | -36.9% | +74.3% | -111.2% | -52.3% |
| 3Y | +35.7% | +165.2% | -129.5% | -16.3% |
| 5Y | -9.7% | +220.0% | -229.7% | -49.4% |
| All | -27.0% | +251.5% | -278.5% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling