+24,538.0%
ORCL vs AEM
+3,304.9%
+21,233.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -11.2% | +15.8% | -27.0% | -11.3% |
| 30D | -18.8% | +6.2% | -25.0% | -18.9% |
| 3M | -18.8% | +14.3% | -33.1% | -18.9% |
| 6M | -39.7% | +1.4% | -41.1% | -39.8% |
| YTD | -39.6% | +13.7% | -53.4% | -39.7% |
| 1Y | -51.7% | +21.3% | -73.1% | -51.8% |
| 3Y | +10.2% | +309.9% | -299.7% | +9.9% |
| 5Y | +30.8% | +301.0% | -270.1% | +30.4% |
| 10Y | +252.1% | +344.0% | -92.0% | +252.2% |
| All | +24,538.0% | +3,304.9% | +21,233.1% | +38,670.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling