+5,112.9%
RTX vs AEIS
+2,072.0%
+3,041.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.3% |
| 7D | +3.4% | +23.2% | -19.8% | +0.2% |
| 30D | +8.4% | -17.0% | +25.4% | +10.6% |
| 3M | -10.7% | -32.2% | +21.5% | -6.6% |
| 6M | +11.7% | -32.6% | +44.3% | +15.3% |
| YTD | +9.3% | +9.4% | 0.0% | +4.1% |
| 1Y | +13.3% | +7.7% | +5.6% | +8.0% |
| 3Y | +156.1% | +157.9% | -1.8% | +108.7% |
| 5Y | +148.5% | +154.8% | -6.2% | +99.5% |
| 10Y | +263.6% | +355.2% | -91.6% | +159.0% |
| All | +5,112.9% | +2,072.0% | +3,041.0% | +2,413.2% |
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