+2,996.4%
RTX vs AEE
+881.3%
+2,115.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +3.4% | +0.6% | +2.7% | +3.1% |
| 30D | +8.4% | +8.8% | -0.4% | +4.0% |
| 3M | -10.7% | +5.1% | -15.7% | -12.9% |
| 6M | +11.7% | +5.2% | +6.6% | +8.6% |
| YTD | +9.3% | +16.1% | -6.7% | +1.2% |
| 1Y | +13.3% | +10.4% | +2.9% | +7.4% |
| 3Y | +156.1% | +63.1% | +93.0% | +98.5% |
| 5Y | +148.5% | +55.6% | +92.9% | +94.5% |
| 10Y | +263.6% | +217.1% | +46.5% | +93.8% |
| All | +2,996.4% | +881.3% | +2,115.1% | +807.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling