+363.4%
ORCL vs AEE
+185.4%
+178.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +15.0% | +1.3% | +13.7% | +14.6% |
| 30D | +10.5% | -1.2% | +11.8% | +10.9% |
| 3M | -23.0% | +1.0% | -24.0% | -23.6% |
| 6M | +7.0% | -2.3% | +9.3% | +6.6% |
| YTD | -15.8% | +9.1% | -24.9% | -19.4% |
| 1Y | -31.1% | +10.6% | -41.6% | -34.6% |
| 3Y | +33.3% | +48.5% | -15.2% | +11.9% |
| 5Y | +94.3% | +39.9% | +54.5% | +65.5% |
| 10Y | +363.4% | +185.7% | +177.7% | +229.5% |
| All | +363.4% | +185.4% | +178.0% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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