+249.0%
AEM vs OWL
-21.6%
+270.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.0% |
| 3M | -0.8% | -21.2% | +20.4% | +2.0% |
| 6M | -8.5% | +4.0% | -12.5% | -9.3% |
| YTD | +5.9% | -29.0% | +34.9% | +9.3% |
| 1Y | +6.6% | -28.4% | +35.0% | +9.8% |
| 3Y | +302.2% | -14.5% | +316.7% | +289.8% |
| All | +249.0% | -21.6% | +270.6% | +229.9% |
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