+33,692.7%
ORLY vs AEIS
+2,641.0%
+31,051.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.6% |
| 7D | -2.3% | +8.1% | -10.5% | -3.3% |
| 30D | -8.2% | -11.1% | +3.0% | -7.0% |
| 3M | -3.5% | -5.6% | +2.1% | -4.0% |
| 6M | -9.2% | -0.6% | -8.6% | -10.9% |
| YTD | -5.8% | +38.0% | -43.9% | -11.7% |
| 1Y | -19.3% | +87.2% | -106.5% | -27.7% |
| 3Y | +34.4% | +179.7% | -145.3% | +11.5% |
| 5Y | +117.8% | +241.7% | -123.9% | +73.1% |
| 10Y | +356.9% | +547.2% | -190.2% | +218.8% |
| All | +33,692.7% | +2,641.0% | +31,051.7% | +15,764.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling