+2,999.9%
RTX vs AEE
+892.1%
+2,107.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +4.8% | +1.7% | +3.1% | +3.9% |
| 30D | +6.5% | +9.7% | -3.2% | +1.8% |
| 3M | -9.6% | +5.9% | -15.6% | -12.2% |
| 6M | +12.3% | +6.7% | +5.6% | +8.5% |
| YTD | +9.5% | +17.4% | -7.9% | +0.8% |
| 1Y | +15.8% | +12.7% | +3.2% | +8.8% |
| 3Y | +157.0% | +68.2% | +88.8% | +96.2% |
| 5Y | +148.8% | +57.3% | +91.5% | +93.7% |
| 10Y | +264.0% | +220.6% | +43.4% | +93.0% |
| All | +2,999.9% | +892.1% | +2,107.8% | +803.8% |
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