-9.7%
ORLY vs AEE
-3.1%
-6.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.1% |
| 7D | -2.1% | -0.7% | -1.5% | -1.9% |
| 30D | -7.6% | -2.0% | -5.7% | -6.9% |
| 3M | -5.5% | -2.8% | -2.6% | -4.5% |
| 6M | -9.7% | -3.6% | -6.1% | -8.2% |
| All | -9.7% | -3.1% | -6.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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