+270.3%
ORCL vs AEE
+222.5%
+47.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +8.0% | +1.7% | +6.3% | +7.5% |
| 30D | -4.0% | +9.7% | -13.7% | -6.7% |
| 3M | -19.5% | +5.9% | -25.4% | -20.9% |
| 6M | -33.5% | +6.7% | -40.2% | -35.3% |
| YTD | -34.8% | +17.4% | -52.2% | -39.0% |
| 1Y | -41.6% | +12.7% | -54.3% | -44.6% |
| 3Y | +13.8% | +68.2% | -54.5% | -8.6% |
| 5Y | +43.4% | +57.3% | -13.9% | +17.0% |
| All | +270.3% | +222.5% | +47.8% | +161.1% |
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