-49.5%
ORCL vs AEM
+17.3%
-66.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.7% | -11.6% | -4.9% |
| 7D | -14.4% | +0.2% | -14.6% | -14.5% |
| 30D | -12.8% | +0.1% | -12.9% | -12.9% |
| 3M | -14.8% | +22.1% | -36.9% | -20.1% |
| 6M | -30.9% | +2.4% | -33.3% | -32.3% |
| YTD | -35.7% | +8.9% | -44.6% | -41.1% |
| 1Y | -49.5% | +18.7% | -68.2% | -55.8% |
| All | -49.5% | +17.3% | -66.8% | -55.8% |
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