+76.6%
AEP vs ODFL
-13.7%
+90.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.9% | -3.3% | +2.3% | -0.9% |
| 30D | -1.1% | -15.3% | +14.2% | -1.1% |
| 3M | -3.3% | -27.3% | +24.0% | -3.3% |
| 6M | -4.6% | -4.5% | -0.1% | -4.5% |
| YTD | +9.4% | +15.1% | -5.7% | +9.8% |
| 1Y | +16.9% | +21.1% | -4.2% | +17.5% |
| 3Y | +76.6% | -14.1% | +90.7% | +76.4% |
| All | +76.6% | -13.7% | +90.4% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling