+283.9%
RTX vs AEIS
+545.5%
-261.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -1.6% | +6.5% | -8.1% | -3.0% |
| 30D | -11.6% | -9.2% | -2.4% | -10.0% |
| 3M | +9.2% | -8.3% | +17.5% | +8.5% |
| 6M | -4.4% | -6.3% | +1.9% | -6.8% |
| YTD | +8.9% | +36.5% | -27.6% | -4.5% |
| 1Y | +32.1% | +84.8% | -52.7% | +5.8% |
| 3Y | +151.2% | +176.6% | -25.4% | +70.8% |
| 5Y | +162.9% | +237.1% | -74.2% | +60.6% |
| 10Y | +283.9% | +554.7% | -270.7% | +68.0% |
| All | +283.9% | +545.5% | -261.6% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling