+302.2%
AEM vs OWL
-12.9%
+315.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -6.8% | +1.5% | -8.4% | -7.0% |
| 30D | +0.8% | +13.4% | -12.6% | -0.8% |
| 3M | -0.8% | -21.2% | +20.4% | +1.6% |
| 6M | -8.5% | +4.0% | -12.5% | -9.1% |
| YTD | +5.9% | -29.0% | +34.9% | +8.2% |
| 1Y | +6.6% | -28.4% | +35.0% | +8.7% |
| 3Y | +302.2% | -14.5% | +316.7% | +253.7% |
| All | +302.2% | -12.9% | +315.1% | +253.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling