+167.1%
RTX vs AEIS
+228.8%
-61.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.3% |
| 7D | -3.1% | +8.1% | -11.2% | -3.9% |
| 30D | -10.6% | -11.1% | +0.6% | -9.6% |
| 3M | +11.6% | -5.6% | +17.3% | +10.8% |
| 6M | -4.5% | -0.6% | -3.9% | -6.7% |
| YTD | +9.6% | +38.0% | -28.5% | +1.6% |
| 1Y | +30.8% | +87.2% | -56.4% | +15.2% |
| 3Y | +152.8% | +179.7% | -26.9% | +102.0% |
| 5Y | +167.1% | +241.7% | -74.6% | +97.7% |
| All | +167.1% | +228.8% | -61.7% | +97.7% |
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