+251.6%
ORCL vs AAL
-64.0%
+315.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.4% | -4.3% | +2.1% |
| 7D | +0.5% | +8.3% | -7.8% | -0.8% |
| 30D | -15.3% | +11.0% | -26.3% | -16.7% |
| 3M | -18.2% | -11.2% | -7.1% | -17.0% |
| 6M | -38.4% | +6.1% | -44.5% | -39.4% |
| YTD | -37.7% | -7.6% | -30.1% | -37.7% |
| 1Y | -49.3% | +3.7% | -53.0% | -50.2% |
| 3Y | +10.6% | +20.5% | -9.9% | +3.2% |
| 5Y | +35.5% | -36.4% | +71.9% | +34.0% |
| 10Y | +251.6% | -65.4% | +317.0% | +247.7% |
| All | +251.6% | -64.0% | +315.6% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 10y: compounded portfolio wealth divided by compounded AAL 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…
10y analysis · Full analysis span regression · 6 months rolling