-28.0%
ORCL vs AEM
+40.5%
-68.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.4% |
| 7D | +5.3% | -0.5% | +5.8% | +5.4% |
| 30D | +10.0% | +24.0% | -14.1% | +3.0% |
| 3M | -32.6% | +16.1% | -48.7% | -36.1% |
| 6M | +4.9% | -11.6% | +16.6% | +4.4% |
| YTD | -17.8% | +21.5% | -39.3% | -25.6% |
| 1Y | -28.0% | +39.2% | -67.2% | -32.7% |
| All | -28.0% | +40.5% | -68.5% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling