-32.3%
ORCL vs AEM
+31.8%
-64.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +10.9% | +3.0% | +7.9% | +10.0% |
| 30D | +7.0% | +12.5% | -5.5% | +3.2% |
| 3M | -21.2% | +26.9% | -48.1% | -27.0% |
| 6M | +7.4% | -9.4% | +16.8% | +6.2% |
| YTD | -16.3% | +20.3% | -36.5% | -23.8% |
| 1Y | -32.3% | +33.8% | -66.1% | -37.2% |
| All | -32.3% | +31.8% | -64.2% | -37.2% |
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