+158.6%
RTX vs AEM
+327.2%
-168.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.2% | +2.4% |
| 7D | -1.7% | +13.9% | -15.6% | -2.8% |
| 30D | +7.7% | +0.8% | +6.9% | +7.5% |
| 3M | -10.3% | +5.8% | -16.1% | -11.1% |
| 6M | +14.6% | -1.0% | +15.5% | +14.1% |
| YTD | +10.4% | +13.1% | -2.7% | +8.3% |
| 1Y | +13.5% | +14.4% | -0.9% | +11.2% |
| 3Y | +158.6% | +325.7% | -167.1% | +114.5% |
| All | +158.6% | +327.2% | -168.6% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling