+27.1%
ODFL vs AEE
+38.5%
-11.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -13.7% | -2.0% | -11.7% | -13.1% |
| 3M | -23.4% | -2.8% | -20.5% | -22.7% |
| 6M | -7.2% | -3.6% | -3.6% | -6.3% |
| YTD | +15.6% | +7.3% | +8.3% | +12.4% |
| 1Y | +24.2% | +8.7% | +15.5% | +19.9% |
| 3Y | -12.8% | +46.0% | -58.8% | -25.4% |
| 5Y | +27.1% | +39.8% | -12.7% | +12.5% |
| All | +27.1% | +38.5% | -11.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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