+246.0%
ORCL vs AAL
-65.8%
+311.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -6.5% | +10.1% | -16.6% | -7.9% |
| 30D | -16.6% | +10.6% | -27.1% | -17.9% |
| 3M | -21.6% | -5.9% | -15.7% | -21.0% |
| 6M | -39.4% | +5.7% | -45.1% | -40.3% |
| YTD | -38.7% | -8.0% | -30.7% | -38.6% |
| 1Y | -50.4% | +6.0% | -56.4% | -51.4% |
| 3Y | +8.1% | +19.6% | -11.5% | +0.9% |
| 5Y | +34.5% | -34.6% | +69.1% | +32.6% |
| 10Y | +246.0% | -65.5% | +311.5% | +243.0% |
| All | +246.0% | -65.8% | +311.8% | +243.0% |
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