-28.0%
ORCL vs AEP
+16.1%
-44.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +2.9% |
| 7D | +5.3% | +1.8% | +3.5% | +6.8% |
| 30D | +10.0% | -0.8% | +10.8% | +9.3% |
| 3M | -32.6% | -1.8% | -30.8% | -33.1% |
| 6M | +4.9% | -5.4% | +10.3% | +1.9% |
| YTD | -17.8% | +10.4% | -28.2% | -13.9% |
| 1Y | -28.0% | +18.2% | -46.1% | -16.2% |
| All | -28.0% | +16.1% | -44.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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