+32.1%
RTX vs AEP
+19.8%
+12.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -11.6% | +1.5% | -13.1% | -12.0% |
| 3M | +9.2% | -1.7% | +10.8% | +9.7% |
| 6M | -4.4% | -4.0% | -0.4% | -3.4% |
| YTD | +8.9% | +10.6% | -1.7% | +5.5% |
| 1Y | +32.1% | +18.6% | +13.5% | +28.0% |
| All | +32.1% | +19.8% | +12.3% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling