-5.8%
OSCR vs AEE
+73.2%
-79.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | +10.7% | -2.9% | +13.6% | +11.9% |
| 3M | +13.4% | -2.4% | +15.8% | +14.3% |
| 6M | +144.6% | -2.7% | +147.3% | +145.8% |
| YTD | +128.0% | +7.3% | +120.8% | +119.5% |
| 1Y | +68.7% | +7.5% | +61.1% | +62.8% |
| 3Y | +398.8% | +46.2% | +352.6% | +315.8% |
| 5Y | +87.3% | +39.7% | +47.6% | +55.4% |
| All | -5.8% | +73.2% | -79.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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