-36.9%
RKT vs AEP
+17.4%
-54.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -7.2% | -1.0% | -6.2% | -7.2% |
| 30D | -7.9% | -0.1% | -7.8% | -7.9% |
| 3M | +5.2% | -3.2% | +8.4% | +5.2% |
| 6M | -14.9% | -5.3% | -9.6% | -15.2% |
| YTD | -31.9% | +9.5% | -41.4% | -28.7% |
| 1Y | -36.9% | +17.5% | -54.4% | -30.2% |
| All | -36.9% | +17.4% | -54.3% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling