+28.4%
RTX vs AEM
+40.5%
-12.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -5.2% | -0.5% | -4.6% | -5.1% |
| 30D | -9.4% | +24.0% | -33.4% | -11.0% |
| 3M | +12.3% | +16.1% | -3.8% | +10.6% |
| 6M | -3.1% | -11.6% | +8.5% | -4.0% |
| YTD | +10.7% | +21.5% | -10.9% | +10.8% |
| 1Y | +28.4% | +39.2% | -10.8% | +26.0% |
| All | +28.4% | +40.5% | -12.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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