+361.0%
ORLY vs AEM
+378.0%
-17.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -2.4% | -2.1% | -0.2% | -2.2% |
| 30D | -6.8% | +8.4% | -15.2% | -7.3% |
| 3M | -4.8% | +27.3% | -32.0% | -6.4% |
| 6M | -9.1% | -9.7% | +0.6% | -8.8% |
| YTD | -5.9% | +19.0% | -24.9% | -7.3% |
| 1Y | -20.4% | +31.5% | -51.9% | -22.2% |
| 3Y | +36.6% | +338.7% | -302.1% | +22.9% |
| 5Y | +117.3% | +307.4% | -190.1% | +94.7% |
| All | +361.0% | +378.0% | -17.0% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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