+42.7%
ORCL vs AEIS
+142.3%
-99.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.1% |
| 7D | +8.0% | +11.5% | -3.5% | +4.1% |
| 30D | -4.0% | -15.8% | +11.8% | +0.8% |
| 3M | -19.5% | -33.3% | +13.9% | -9.5% |
| 6M | -33.5% | -35.2% | +1.7% | -26.4% |
| YTD | -34.8% | +5.0% | -39.9% | -41.5% |
| 1Y | -41.6% | +8.5% | -50.1% | -48.3% |
| 3Y | +13.8% | +152.9% | -139.1% | -28.7% |
| All | +42.7% | +142.3% | -99.7% | -15.0% |
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