+4,017.0%
ORCL vs AEIS
+1,770.4%
+2,246.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.3% | -0.6% |
| 7D | -11.2% | -11.3% | +0.1% | -8.8% |
| 30D | -18.8% | -32.6% | +13.8% | -11.2% |
| 3M | -18.8% | -39.2% | +20.4% | -9.5% |
| 6M | -39.7% | -45.4% | +5.6% | -32.2% |
| YTD | -39.6% | -5.8% | -33.8% | -41.1% |
| 1Y | -51.7% | -10.0% | -41.8% | -52.4% |
| 3Y | +10.2% | +121.2% | -110.9% | -13.1% |
| 5Y | +30.8% | +110.6% | -79.8% | +2.2% |
| 10Y | +252.1% | +326.6% | -74.6% | +111.5% |
| All | +4,017.0% | +1,770.4% | +2,246.6% | +1,189.2% |
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