+167.1%
RTX vs AEP
+68.7%
+98.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -3.1% | +2.0% | -5.1% | -3.7% |
| 30D | -10.6% | +0.5% | -11.1% | -10.8% |
| 3M | +11.6% | -0.3% | +12.0% | +11.6% |
| 6M | -4.5% | -3.5% | -1.0% | -3.6% |
| YTD | +9.6% | +11.3% | -1.7% | +5.4% |
| 1Y | +30.8% | +20.2% | +10.6% | +22.4% |
| 3Y | +152.8% | +79.8% | +73.1% | +99.2% |
| 5Y | +167.1% | +65.6% | +101.5% | +113.1% |
| All | +167.1% | +68.7% | +98.4% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling