+10,164.5%
RTX vs AIG
-23.1%
+10,187.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | -10.6% | -5.2% | -5.4% | -9.6% |
| 3M | +11.6% | +1.5% | +10.2% | +11.2% |
| 6M | -4.5% | -3.9% | -0.6% | -3.8% |
| YTD | +9.6% | -11.6% | +21.2% | +12.0% |
| 1Y | +30.8% | -2.9% | +33.8% | +31.0% |
| 3Y | +152.8% | +33.7% | +119.1% | +135.6% |
| 5Y | +167.1% | +52.7% | +114.4% | +140.0% |
| 10Y | +275.2% | +62.6% | +212.6% | +224.2% |
| All | +10,164.5% | -23.1% | +10,187.6% | +5,938.5% |
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