+10,141.2%
RTX vs AIG
-14.4%
+10,155.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +3.4% | +2.0% | +1.4% | +2.9% |
| 30D | +8.4% | +6.3% | +2.0% | +7.0% |
| 3M | -10.7% | +9.2% | -19.8% | -12.3% |
| 6M | +11.7% | +9.5% | +2.2% | +9.5% |
| YTD | +9.3% | -1.6% | +11.0% | +9.3% |
| 1Y | +13.3% | +8.5% | +4.8% | +10.9% |
| 3Y | +156.1% | +38.3% | +117.8% | +137.0% |
| 5Y | +148.5% | +59.0% | +89.5% | +121.5% |
| 10Y | +263.6% | +67.8% | +195.8% | +211.2% |
| All | +10,141.2% | -14.4% | +10,155.7% | +5,790.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling