+66.3%
AA vs OVV
+50.1%
+16.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.6% | +3.2% |
| 7D | +0.9% | -16.7% | +17.6% | +8.8% |
| 30D | -6.7% | -1.5% | -5.2% | -6.6% |
| 3M | -16.3% | +1.6% | -17.9% | -17.8% |
| 6M | -37.1% | +2.0% | -39.1% | -38.9% |
| YTD | -25.0% | +56.8% | -81.8% | -40.6% |
| 1Y | +8.6% | +64.8% | -56.3% | -16.2% |
| 3Y | +57.2% | +38.3% | +19.0% | +29.6% |
| 5Y | -13.0% | +84.9% | -97.9% | -38.2% |
| All | +66.3% | +50.1% | +16.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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