+279.0%
RTX vs AIG
+65.5%
+213.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -1.6% | -1.4% | -0.2% | -0.9% |
| 30D | -11.6% | -3.3% | -8.2% | -10.2% |
| 3M | +9.2% | +2.2% | +7.0% | +7.8% |
| 6M | -4.4% | -2.1% | -2.3% | -3.9% |
| YTD | +8.9% | -11.2% | +20.1% | +14.0% |
| 1Y | +32.1% | -2.1% | +34.2% | +31.4% |
| 3Y | +151.2% | +34.4% | +116.9% | +109.1% |
| 5Y | +162.9% | +53.7% | +109.2% | +96.5% |
| All | +279.0% | +65.5% | +213.5% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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