+10,035.4%
RTX vs AEP
+2,294.9%
+7,740.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.0% |
| 7D | -3.2% | -1.5% | -1.7% | -2.6% |
| 30D | +5.6% | +4.5% | +1.1% | +3.8% |
| 3M | -11.7% | +2.8% | -14.5% | -12.7% |
| 6M | +12.3% | -0.7% | +13.0% | +12.4% |
| YTD | +8.2% | +13.8% | -5.6% | +2.5% |
| 1Y | +12.6% | +9.0% | +3.6% | +8.5% |
| 3Y | +152.8% | +83.0% | +69.8% | +96.1% |
| 5Y | +140.2% | +83.3% | +56.9% | +84.5% |
| 10Y | +273.8% | +194.6% | +79.2% | +136.6% |
| All | +10,035.4% | +2,294.9% | +7,740.5% | +2,450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling