+69.0%
AEP vs ONON
-22.6%
+91.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.1% |
| 7D | -0.9% | -2.1% | +1.1% | -0.9% |
| 30D | -1.1% | -11.6% | +10.6% | -1.0% |
| 3M | -3.3% | -30.1% | +26.8% | -3.1% |
| 6M | -4.6% | -30.5% | +25.9% | -4.5% |
| YTD | +9.4% | -41.0% | +50.4% | +9.7% |
| 1Y | +16.9% | -36.7% | +53.6% | +17.1% |
| 3Y | +76.6% | -8.6% | +85.2% | +73.8% |
| All | +69.0% | -22.6% | +91.6% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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