-24.1%
RKT vs AEIS
+193.7%
-217.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.8% | -4.7% |
| 7D | -7.5% | +23.2% | -30.7% | -13.1% |
| 30D | +26.6% | -17.0% | +43.6% | +31.2% |
| 3M | -2.4% | -32.2% | +29.7% | +6.8% |
| 6M | -7.4% | -32.6% | +25.2% | -1.1% |
| YTD | -29.2% | +9.4% | -38.6% | -37.7% |
| 1Y | -23.5% | +7.7% | -31.2% | -32.4% |
| 3Y | +73.9% | +157.9% | -84.0% | +3.9% |
| 5Y | -6.6% | +154.8% | -161.4% | -45.8% |
| All | -24.1% | +193.7% | -217.9% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling