-9.7%
RKT vs AEP
+64.9%
-74.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | -1.0% | +0.9% | -1.8% | -1.4% |
| 30D | -2.4% | +1.5% | -3.9% | -3.1% |
| 3M | +1.9% | -1.7% | +3.6% | +2.4% |
| 6M | -13.9% | -4.0% | -9.8% | -12.4% |
| YTD | -30.6% | +10.6% | -41.2% | -34.8% |
| 1Y | -34.4% | +18.6% | -53.0% | -41.3% |
| 3Y | +38.2% | +78.7% | -40.5% | -9.3% |
| 5Y | -9.7% | +65.1% | -74.7% | -37.6% |
| All | -9.7% | +64.9% | -74.6% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling