+37,145.5%
ODFL vs AEIS
+2,566.8%
+34,578.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.3% |
| 7D | -6.3% | +3.0% | -9.2% | -6.7% |
| 30D | -13.6% | -14.6% | +1.1% | -11.4% |
| 3M | -24.2% | -12.4% | -11.7% | -23.5% |
| 6M | -13.8% | -15.0% | +1.2% | -13.1% |
| YTD | +19.0% | +34.3% | -15.3% | +10.4% |
| 1Y | +25.7% | +87.4% | -61.7% | +9.4% |
| 3Y | -13.1% | +139.8% | -152.9% | -28.7% |
| 5Y | +26.7% | +220.7% | -194.1% | -1.3% |
| 10Y | +721.5% | +531.6% | +189.9% | +450.8% |
| All | +37,145.5% | +2,566.8% | +34,578.7% | +13,895.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling