The numbers don't lie.
Since Dave Roberts stole second base in the ninth inning of Game 4 of the ALCS on October 17, 2004 (pictured), here are the overall numbers regarding the Red Sox and Yankees in the postseason.
Red Sox: 11 wins, 3 losses, 3 series wins, 1 American League pennant, 1 World Series championship.
Yankees: 4 wins, 13 losses, no series wins, no American League pennants, no World Series championships.
You may also have noticed that in three of the last five years, three visiting teams (2003 Marlins, 2004 Red Sox and 2007 Indians) have all won postseason series on the "hallowed turf" that is Yankee Stadium. (And Jorge Posada has made the final out in two of them.)