+361.0%
ORLY vs AEIS
+562.2%
-201.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | -0.3% |
| 7D | -2.4% | +2.3% | -4.6% | -2.7% |
| 30D | -6.8% | -14.8% | +8.0% | -4.9% |
| 3M | -4.8% | -15.6% | +10.8% | -3.7% |
| 6M | -9.1% | -8.7% | -0.4% | -10.1% |
| YTD | -5.9% | +37.3% | -43.2% | -13.6% |
| 1Y | -20.4% | +80.3% | -100.7% | -30.9% |
| 3Y | +36.6% | +177.9% | -141.4% | +5.2% |
| 5Y | +117.3% | +235.8% | -118.5% | +55.4% |
| All | +361.0% | +562.2% | -201.2% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling