+89.8%
ORCL vs AEIS
+219.9%
-130.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.3% |
| 7D | +5.3% | +3.0% | +2.3% | +4.4% |
| 30D | +10.0% | -14.6% | +24.6% | +14.9% |
| 3M | -32.6% | -12.4% | -20.1% | -31.4% |
| 6M | +4.9% | -15.0% | +19.9% | +5.4% |
| YTD | -17.8% | +34.3% | -52.0% | -31.1% |
| 1Y | -28.0% | +87.4% | -115.4% | -47.1% |
| 3Y | +36.0% | +139.8% | -103.8% | -12.3% |
| All | +89.8% | +219.9% | -130.1% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling