+15.8%
RTX vs AEIS
+4.7%
+11.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.3% |
| 7D | +4.8% | +11.5% | -6.7% | +4.3% |
| 30D | +6.5% | -15.8% | +22.3% | +6.7% |
| 3M | -9.6% | -33.3% | +23.7% | -8.8% |
| 6M | +12.3% | -35.2% | +47.5% | +12.4% |
| YTD | +9.5% | +5.0% | +4.4% | -0.6% |
| 1Y | +15.8% | +8.5% | +7.4% | +4.8% |
| All | +15.8% | +4.7% | +11.2% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling