-9.7%
RKT vs AEIS
+238.7%
-248.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.3% |
| 7D | -1.0% | +6.5% | -7.4% | -3.3% |
| 30D | -2.4% | -9.2% | +6.8% | +0.4% |
| 3M | +1.9% | -8.3% | +10.2% | +1.3% |
| 6M | -13.9% | -6.3% | -7.5% | -16.4% |
| YTD | -30.6% | +36.5% | -67.1% | -43.7% |
| 1Y | -34.4% | +84.8% | -119.1% | -54.7% |
| 3Y | +38.2% | +176.6% | -138.4% | -26.9% |
| 5Y | -9.7% | +237.1% | -246.8% | -60.1% |
| All | -9.7% | +238.7% | -248.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling