+267.0%
RTX vs AEM
+412.4%
-145.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.2% |
| 7D | +3.4% | -5.6% | +9.0% | +3.8% |
| 30D | +8.4% | -3.9% | +12.3% | +8.5% |
| 3M | -10.7% | -3.4% | -7.2% | -10.7% |
| 6M | +11.7% | -9.0% | +20.8% | +11.9% |
| YTD | +9.3% | +5.9% | +3.4% | +8.1% |
| 1Y | +13.3% | +4.0% | +9.3% | +12.1% |
| 3Y | +156.1% | +298.8% | -142.6% | +129.9% |
| 5Y | +148.5% | +250.7% | -102.2% | +122.8% |
| All | +267.0% | +412.4% | -145.4% | +207.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling