+5,176.8%
RTX vs AEIS
+2,566.8%
+2,610.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | -5.2% | +3.0% | -8.1% | -5.6% |
| 30D | -9.4% | -14.6% | +5.3% | -7.5% |
| 3M | +12.3% | -12.4% | +24.7% | +12.8% |
| 6M | -3.1% | -15.0% | +11.8% | -3.0% |
| YTD | +10.7% | +34.3% | -23.6% | +3.3% |
| 1Y | +28.4% | +87.4% | -59.0% | +13.4% |
| 3Y | +147.1% | +139.8% | +7.3% | +105.3% |
| 5Y | +167.2% | +220.7% | -53.5% | +109.2% |
| 10Y | +274.7% | +531.6% | -256.9% | +157.4% |
| All | +5,176.8% | +2,566.8% | +2,610.0% | +2,392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling