-33.3%
ORCL vs AEP
+0.3%
-33.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +9.5% |
| 7D | +3.8% | +0.7% | +3.0% | +4.0% |
| 30D | -6.6% | +4.8% | -11.4% | -3.3% |
| 3M | -11.4% | +5.4% | -16.8% | -8.7% |
| 6M | -33.3% | +0.4% | -33.7% | -33.8% |
| All | -33.3% | +0.3% | -33.6% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling