-49.5%
ORCL vs AEIS
+6.2%
-55.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.1% | +9.2% | +0.6% |
| 7D | -14.4% | -12.7% | -1.7% | -11.9% |
| 30D | -12.8% | -28.8% | +16.0% | -6.8% |
| 3M | -14.8% | -38.0% | +23.2% | -7.3% |
| 6M | -30.9% | -45.3% | +14.4% | -24.1% |
| YTD | -35.7% | +1.1% | -36.8% | -41.2% |
| 1Y | -49.5% | +8.6% | -58.1% | -54.7% |
| All | -49.5% | +6.2% | -55.7% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling