+246.0%
ORCL vs AEE
+211.4%
+34.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | +3.0% | -9.5% | -7.3% |
| 30D | -16.6% | +11.2% | -27.8% | -19.2% |
| 3M | -21.6% | +7.0% | -28.6% | -23.2% |
| 6M | -39.4% | +5.7% | -45.1% | -40.8% |
| YTD | -38.7% | +16.2% | -54.9% | -42.4% |
| 1Y | -50.4% | +12.0% | -62.4% | -52.8% |
| 3Y | +8.1% | +63.4% | -55.3% | -12.2% |
| 5Y | +34.5% | +56.0% | -21.5% | +10.0% |
| 10Y | +246.0% | +217.4% | +28.7% | +145.1% |
| All | +246.0% | +211.4% | +34.6% | +145.1% |
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