+368.8%
ORCL vs AIG
+63.9%
+304.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +10.9% | -1.4% | +12.3% | +11.3% |
| 30D | +7.0% | -3.3% | +10.3% | +7.9% |
| 3M | -21.2% | +2.2% | -23.4% | -21.9% |
| 6M | +7.4% | -2.1% | +9.5% | +7.4% |
| YTD | -16.3% | -11.2% | -5.1% | -14.4% |
| 1Y | -32.3% | -2.1% | -30.2% | -33.1% |
| 3Y | +32.6% | +34.4% | -1.8% | +18.6% |
| 5Y | +93.1% | +53.7% | +39.4% | +63.6% |
| 10Y | +368.8% | +64.4% | +304.4% | +248.4% |
| All | +368.8% | +63.9% | +304.9% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AIG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling