+6,995.1%
AEM vs ODFL
+32,863.2%
-25,868.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +4.3% | +0.2% | +4.2% | +4.3% |
| 30D | +13.1% | -13.4% | +26.6% | +13.7% |
| 3M | +24.8% | -24.2% | +49.0% | +25.9% |
| 6M | -8.2% | -3.3% | -4.9% | -8.2% |
| YTD | +19.8% | +19.8% | +0.1% | +19.0% |
| 1Y | +32.1% | +24.5% | +7.5% | +30.9% |
| 3Y | +348.2% | -9.6% | +357.8% | +346.8% |
| 5Y | +297.5% | +28.0% | +269.4% | +289.9% |
| 10Y | +343.3% | +735.3% | -392.0% | +310.2% |
| All | +6,995.1% | +32,863.2% | -25,868.1% | +6,483.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling