-27.0%
RKT vs AEP
+83.5%
-110.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | -7.2% | -1.0% | -6.2% | -6.8% |
| 30D | -7.9% | -0.1% | -7.8% | -7.9% |
| 3M | +5.2% | -3.2% | +8.4% | +6.4% |
| 6M | -14.9% | -5.3% | -9.6% | -13.1% |
| YTD | -31.9% | +9.5% | -41.4% | -35.2% |
| 1Y | -36.9% | +17.5% | -54.4% | -42.5% |
| 3Y | +35.7% | +77.0% | -41.3% | -4.2% |
| 5Y | -9.7% | +66.4% | -76.1% | -32.0% |
| All | -27.0% | +83.5% | -110.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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