+10,152.6%
RTX vs AIG
-14.1%
+10,166.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +4.8% | +6.6% | -1.8% | +3.4% |
| 30D | +6.5% | +7.0% | -0.5% | +5.0% |
| 3M | -9.6% | +9.7% | -19.3% | -11.4% |
| 6M | +12.3% | +10.8% | +1.5% | +9.8% |
| YTD | +9.5% | -1.3% | +10.7% | +9.3% |
| 1Y | +15.8% | +8.4% | +7.5% | +13.4% |
| 3Y | +157.0% | +39.0% | +118.0% | +137.6% |
| 5Y | +148.8% | +59.6% | +89.2% | +121.6% |
| 10Y | +264.0% | +68.4% | +195.6% | +211.3% |
| All | +10,152.6% | -14.1% | +10,166.7% | +5,792.4% |
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