+283.9%
RTX vs AEP
+170.1%
+113.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | +0.9% | -2.5% | -2.0% |
| 30D | -11.6% | +1.5% | -13.1% | -12.2% |
| 3M | +9.2% | -1.7% | +10.8% | +9.8% |
| 6M | -4.4% | -4.0% | -0.4% | -3.1% |
| YTD | +8.9% | +10.6% | -1.7% | +3.9% |
| 1Y | +32.1% | +18.6% | +13.5% | +22.1% |
| 3Y | +151.2% | +78.7% | +72.5% | +89.3% |
| 5Y | +162.9% | +65.1% | +97.8% | +102.9% |
| 10Y | +283.9% | +177.7% | +106.2% | +167.2% |
| All | +283.9% | +170.1% | +113.8% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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