+246.0%
ORCL vs AEM
+356.4%
-110.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -0.9% |
| 7D | -6.5% | +13.9% | -20.4% | -7.9% |
| 30D | -16.6% | +0.8% | -17.3% | -16.7% |
| 3M | -21.6% | +5.8% | -27.4% | -22.1% |
| 6M | -39.4% | -1.0% | -38.4% | -39.6% |
| YTD | -38.7% | +13.1% | -51.7% | -39.7% |
| 1Y | -50.4% | +14.4% | -64.8% | -51.2% |
| 3Y | +8.1% | +325.7% | -317.6% | -1.8% |
| 5Y | +34.5% | +273.7% | -239.2% | +22.0% |
| 10Y | +246.0% | +390.1% | -144.1% | +221.1% |
| All | +246.0% | +356.4% | -110.4% | +221.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling