+304.9%
AEM vs ODFL
+25.4%
+279.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -2.1% | -3.3% | +1.1% | -1.9% |
| 30D | +8.4% | -15.3% | +23.7% | +9.6% |
| 3M | +27.3% | -27.3% | +54.6% | +30.0% |
| 6M | -9.7% | -4.5% | -5.2% | -9.5% |
| YTD | +19.0% | +15.1% | +3.8% | +17.8% |
| 1Y | +31.5% | +21.1% | +10.4% | +29.8% |
| 3Y | +338.7% | -14.1% | +352.8% | +339.9% |
| All | +304.9% | +25.4% | +279.5% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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