+361.0%
ORLY vs AEP
+174.9%
+186.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.4% | -0.9% | -1.4% | -2.0% |
| 30D | -6.8% | -1.1% | -5.7% | -6.4% |
| 3M | -4.8% | -3.3% | -1.5% | -3.7% |
| 6M | -9.1% | -4.6% | -4.4% | -7.6% |
| YTD | -5.9% | +9.4% | -15.3% | -9.3% |
| 1Y | -20.4% | +16.9% | -37.3% | -25.4% |
| 3Y | +36.6% | +76.6% | -40.1% | +7.6% |
| 5Y | +117.3% | +66.2% | +51.1% | +72.1% |
| All | +361.0% | +174.9% | +186.1% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling