+140.2%
RTX vs AEIS
+144.8%
-4.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.3% | -7.7% | +2.4% |
| 7D | -3.2% | +1.0% | -4.2% | -3.5% |
| 30D | +5.6% | -24.0% | +29.6% | +8.1% |
| 3M | -11.7% | -32.5% | +20.8% | -8.8% |
| 6M | +12.3% | -38.6% | +50.9% | +16.1% |
| YTD | +8.2% | +4.8% | +3.4% | +2.7% |
| 1Y | +12.6% | +1.3% | +11.2% | +7.3% |
| 3Y | +152.8% | +159.2% | -6.4% | +99.0% |
| 5Y | +140.2% | +140.8% | -0.6% | +85.1% |
| All | +140.2% | +144.8% | -4.6% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling