+30.6%
ORCL vs AEE
+52.8%
-22.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -11.2% | +2.1% | -13.2% | -11.2% |
| 30D | -18.8% | +11.4% | -30.2% | -19.3% |
| 3M | -18.8% | +5.0% | -23.7% | -19.0% |
| 6M | -39.7% | +4.4% | -44.2% | -40.0% |
| YTD | -39.6% | +15.4% | -55.0% | -41.3% |
| 1Y | -51.7% | +13.8% | -65.5% | -52.9% |
| 3Y | +10.2% | +58.0% | -47.8% | -0.8% |
| All | +30.6% | +52.8% | -22.3% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling