-1.6%
ORLY vs AEP
+10.7%
-12.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +10.1% | +7.9% | +2.1% | +7.0% |
| 3M | +0.6% | +1.5% | -0.9% | -0.1% |
| 6M | -1.7% | -2.6% | +0.8% | -0.9% |
| YTD | +1.2% | +14.7% | -13.4% | -1.8% |
| 1Y | -1.6% | +10.8% | -12.4% | -3.5% |
| All | -1.6% | +10.7% | -12.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling