+27.1%
ODFL vs AEIS
+219.6%
-192.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | +0.5% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -13.7% | -16.4% | +2.7% | -9.0% |
| 3M | -23.4% | -11.1% | -12.2% | -22.9% |
| 6M | -7.2% | -12.0% | +4.9% | -8.2% |
| YTD | +15.6% | +30.9% | -15.2% | -2.8% |
| 1Y | +24.2% | +74.3% | -50.2% | -8.9% |
| 3Y | -12.8% | +165.2% | -177.9% | -49.8% |
| 5Y | +27.1% | +220.0% | -192.9% | -37.0% |
| All | +27.1% | +219.6% | -192.4% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling