-13.1%
ODFL vs AEIS
+172.0%
-185.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.4% |
| 7D | -3.0% | +6.5% | -9.5% | -4.4% |
| 30D | -14.3% | -9.2% | -5.1% | -12.6% |
| 3M | -26.7% | -8.3% | -18.4% | -26.8% |
| 6M | -7.5% | -6.3% | -1.1% | -9.6% |
| YTD | +16.5% | +36.5% | -20.0% | +1.0% |
| 1Y | +23.5% | +84.8% | -61.2% | -4.7% |
| All | -13.1% | +172.0% | -185.1% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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