+32.7%
ORCL vs AEE
+49.1%
-16.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +5.3% | +0.3% | +4.9% | +5.3% |
| 30D | +10.0% | -2.3% | +12.2% | +9.5% |
| 3M | -32.6% | +0.2% | -32.8% | -32.6% |
| 6M | +4.9% | -4.7% | +9.7% | +4.6% |
| YTD | -17.8% | +8.1% | -25.9% | -18.2% |
| 1Y | -28.0% | +8.5% | -36.5% | -28.4% |
| All | +32.7% | +49.1% | -16.5% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling