-27.1%
RKT vs AEM
+173.0%
-200.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.7% |
| 7D | -6.3% | -2.1% | -4.1% | -5.6% |
| 30D | -6.2% | +8.4% | -14.6% | -8.7% |
| 3M | -1.9% | +27.3% | -29.1% | -9.8% |
| 6M | -13.0% | -9.7% | -3.3% | -10.9% |
| YTD | -31.9% | +19.0% | -50.9% | -35.5% |
| 1Y | -37.6% | +31.5% | -69.0% | -42.8% |
| 3Y | +36.8% | +338.7% | -301.9% | -17.1% |
| 5Y | -9.7% | +307.4% | -317.2% | -46.3% |
| All | -27.1% | +173.0% | -200.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling