-22.2%
RKT vs AEP
+85.1%
-107.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.0% |
| 7D | +2.1% | +1.8% | +0.3% | +1.3% |
| 30D | +1.4% | -0.8% | +2.3% | +1.8% |
| 3M | +6.3% | -1.8% | +8.1% | +6.8% |
| 6M | -15.5% | -5.4% | -10.1% | -13.6% |
| YTD | -27.4% | +10.4% | -37.8% | -31.2% |
| 1Y | -26.6% | +18.2% | -44.7% | -33.3% |
| 3Y | +41.2% | +79.0% | -37.7% | -0.9% |
| 5Y | -6.4% | +64.8% | -71.3% | -29.6% |
| All | -22.2% | +85.1% | -107.3% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling