+167.1%
RTX vs AEE
+43.4%
+123.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.4% |
| 7D | -3.1% | +1.3% | -4.4% | -3.6% |
| 30D | -10.6% | -1.2% | -9.3% | -10.1% |
| 3M | +11.6% | +1.0% | +10.6% | +11.0% |
| 6M | -4.5% | -2.3% | -2.2% | -3.9% |
| YTD | +9.6% | +9.1% | +0.4% | +5.5% |
| 1Y | +30.8% | +10.6% | +20.3% | +25.2% |
| 3Y | +152.8% | +48.5% | +104.3% | +114.2% |
| 5Y | +167.1% | +39.9% | +127.2% | +133.6% |
| All | +167.1% | +43.4% | +123.7% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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