+304.9%
AEM vs OWL
-15.1%
+320.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.7% |
| 7D | -2.1% | -10.1% | +8.0% | -0.8% |
| 30D | +8.4% | -11.9% | +20.4% | +10.1% |
| 3M | +27.3% | +10.7% | +16.6% | +25.5% |
| 6M | -9.7% | +22.1% | -31.8% | -12.1% |
| YTD | +19.0% | -24.8% | +43.8% | +21.9% |
| 1Y | +31.5% | -39.2% | +70.7% | +37.7% |
| 3Y | +338.7% | +1.7% | +337.0% | +317.0% |
| All | +304.9% | -15.1% | +320.0% | +260.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling