+226.7%
AEM vs OWL
+22.7%
+204.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.5% |
| 7D | -5.0% | -11.9% | +6.9% | -3.8% |
| 30D | +8.5% | -13.7% | +22.2% | +10.1% |
| 3M | +29.3% | +12.3% | +17.0% | +27.6% |
| 6M | -12.9% | +15.0% | -27.9% | -14.4% |
| YTD | +16.8% | -25.7% | +42.5% | +19.3% |
| 1Y | +29.8% | -39.5% | +69.3% | +35.0% |
| 3Y | +336.7% | +0.9% | +335.8% | +322.4% |
| 5Y | +299.9% | -16.5% | +316.5% | +277.4% |
| All | +226.7% | +22.7% | +204.1% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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