+119.2%
ORLY vs AEIS
+232.6%
-113.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.6% | +0.1% |
| 7D | -2.4% | +2.3% | -4.6% | -2.5% |
| 30D | -6.8% | -14.8% | +8.0% | -6.2% |
| 3M | -4.8% | -15.6% | +10.8% | -4.4% |
| 6M | -9.1% | -8.7% | -0.4% | -9.5% |
| YTD | -5.9% | +37.3% | -43.2% | -9.1% |
| 1Y | -20.4% | +80.3% | -100.7% | -25.1% |
| 3Y | +36.6% | +177.9% | -141.4% | +20.6% |
| All | +119.2% | +232.6% | -113.4% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling