+3,034.4%
RTX vs AEE
+813.9%
+2,220.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | -9.4% | -2.3% | -7.1% | -8.4% |
| 3M | +12.3% | +0.2% | +12.1% | +11.9% |
| 6M | -3.1% | -4.7% | +1.6% | -1.1% |
| YTD | +10.7% | +8.1% | +2.6% | +6.2% |
| 1Y | +28.4% | +8.5% | +19.9% | +22.8% |
| 3Y | +147.1% | +48.9% | +98.2% | +100.0% |
| 5Y | +167.2% | +39.9% | +127.3% | +120.1% |
| 10Y | +274.7% | +186.5% | +88.2% | +109.5% |
| All | +3,034.4% | +813.9% | +2,220.5% | +852.0% |
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