+2,049.5%
AEP vs ODFL
+32,662.2%
-30,612.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +1.8% | -6.3% | +8.1% | +2.1% |
| 30D | -0.8% | -13.6% | +12.8% | 0.0% |
| 3M | -1.8% | -24.2% | +22.3% | -0.4% |
| 6M | -5.4% | -13.8% | +8.4% | -4.8% |
| YTD | +10.4% | +19.0% | -8.6% | +9.1% |
| 1Y | +18.2% | +25.7% | -7.5% | +16.2% |
| 3Y | +79.0% | -13.1% | +92.1% | +78.3% |
| 5Y | +64.8% | +26.7% | +38.2% | +59.7% |
| 10Y | +170.8% | +721.5% | -550.6% | +137.0% |
| All | +2,049.5% | +32,662.2% | -30,612.8% | +1,530.8% |
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