+363.4%
ORCL vs AEIS
+546.3%
-183.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.6% |
| 7D | +15.0% | +8.1% | +6.9% | +12.8% |
| 30D | +10.5% | -11.1% | +21.7% | +13.5% |
| 3M | -23.0% | -5.6% | -17.4% | -23.3% |
| 6M | +7.0% | -0.6% | +7.6% | +3.6% |
| YTD | -15.8% | +38.0% | -53.8% | -26.2% |
| 1Y | -31.1% | +87.2% | -118.3% | -44.6% |
| 3Y | +33.3% | +179.7% | -146.4% | -5.3% |
| 5Y | +94.3% | +241.7% | -147.4% | +29.2% |
| 10Y | +363.4% | +547.2% | -183.8% | +129.7% |
| All | +363.4% | +546.3% | -183.0% | +129.7% |
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 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