+283.9%
RTX vs AEM
+349.9%
-66.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | -11.6% | +12.5% | -24.1% | -12.4% |
| 3M | +9.2% | +26.9% | -17.8% | +7.1% |
| 6M | -4.4% | -9.4% | +5.0% | -4.2% |
| YTD | +8.9% | +20.3% | -11.4% | +7.0% |
| 1Y | +32.1% | +33.8% | -1.7% | +28.5% |
| 3Y | +151.2% | +349.8% | -198.6% | +124.6% |
| 5Y | +162.9% | +301.0% | -138.1% | +134.7% |
| 10Y | +283.9% | +376.1% | -92.1% | +224.9% |
| All | +283.9% | +349.9% | -66.0% | +224.9% |
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