+5,116.8%
ORCL vs AEE
+813.9%
+4,302.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +5.3% | +0.3% | +4.9% | +5.1% |
| 30D | +10.0% | -2.3% | +12.2% | +10.8% |
| 3M | -32.6% | +0.2% | -32.8% | -33.1% |
| 6M | +4.9% | -4.7% | +9.7% | +5.5% |
| YTD | -17.8% | +8.1% | -25.9% | -21.5% |
| 1Y | -28.0% | +8.5% | -36.5% | -31.7% |
| 3Y | +36.0% | +48.9% | -12.9% | +11.3% |
| 5Y | +88.7% | +39.9% | +48.8% | +56.7% |
| 10Y | +346.9% | +186.5% | +160.4% | +165.3% |
| All | +5,116.8% | +813.9% | +4,302.9% | +1,913.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling