+148.5%
RTX vs AIG
+57.6%
+90.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.3% |
| 7D | +3.4% | +2.0% | +1.4% | +2.7% |
| 30D | +8.4% | +6.3% | +2.0% | +6.2% |
| 3M | -10.7% | +9.2% | -19.8% | -13.2% |
| 6M | +11.7% | +9.5% | +2.2% | +8.2% |
| YTD | +9.3% | -1.6% | +11.0% | +9.3% |
| 1Y | +13.3% | +8.5% | +4.8% | +9.4% |
| 3Y | +156.1% | +38.3% | +117.8% | +123.7% |
| 5Y | +148.5% | +59.0% | +89.5% | +99.2% |
| All | +148.5% | +57.6% | +90.9% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling