-32.6%
ORCL vs AEM
+17.5%
-50.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.6% |
| 7D | +5.3% | -0.5% | +5.8% | +5.3% |
| 30D | +10.0% | +24.0% | -14.1% | -2.1% |
| 3M | -32.6% | +16.1% | -48.7% | -39.9% |
| All | -32.6% | +17.5% | -50.1% | -39.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling