+5,509.7%
ORCL vs AEIS
+2,566.8%
+2,942.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.5% |
| 7D | +5.3% | +3.0% | +2.3% | +4.6% |
| 30D | +10.0% | -14.6% | +24.6% | +13.7% |
| 3M | -32.6% | -12.4% | -20.1% | -31.5% |
| 6M | +4.9% | -15.0% | +19.9% | +5.9% |
| YTD | -17.8% | +34.3% | -52.0% | -25.9% |
| 1Y | -28.0% | +87.4% | -115.4% | -40.1% |
| 3Y | +36.0% | +139.8% | -103.8% | +5.1% |
| 5Y | +88.7% | +220.7% | -132.0% | +34.0% |
| 10Y | +346.9% | +531.6% | -184.7% | +145.8% |
| All | +5,509.7% | +2,566.8% | +2,942.9% | +1,523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling