+20,767.9%
ORLY vs AEE
+818.5%
+19,949.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | -6.7% | 0.0% | -6.7% | -6.7% |
| 3M | -3.8% | -0.9% | -2.9% | -3.5% |
| 6M | -9.0% | -2.4% | -6.6% | -8.3% |
| YTD | -5.6% | +8.6% | -14.3% | -8.9% |
| 1Y | -19.5% | +10.2% | -29.6% | -22.8% |
| 3Y | +34.7% | +47.8% | -13.1% | +13.9% |
| 5Y | +118.0% | +40.1% | +77.9% | +86.1% |
| 10Y | +364.1% | +195.0% | +169.1% | +190.2% |
| All | +20,767.9% | +818.5% | +19,949.4% | +7,569.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling