+251.6%
ORCL vs AEIS
+358.4%
-106.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.3% | -8.1% | +0.2% |
| 7D | +0.5% | +1.0% | -0.5% | -0.1% |
| 30D | -15.3% | -24.0% | +8.7% | -9.4% |
| 3M | -18.2% | -32.5% | +14.3% | -10.3% |
| 6M | -38.4% | -38.6% | +0.1% | -32.0% |
| YTD | -37.7% | +4.8% | -42.6% | -41.7% |
| 1Y | -49.3% | +1.3% | -50.6% | -52.0% |
| 3Y | +10.6% | +159.2% | -148.6% | -19.7% |
| 5Y | +35.5% | +140.8% | -105.3% | -2.2% |
| 10Y | +251.6% | +349.8% | -98.2% | +86.1% |
| All | +251.6% | +358.4% | -106.9% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling