+71.9%
AEP vs ONON
-23.0%
+94.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | +2.0% | -1.7% | +3.7% | +2.0% |
| 30D | +0.5% | -27.4% | +27.9% | +0.7% |
| 3M | -0.3% | -26.5% | +26.2% | -0.2% |
| 6M | -3.5% | -34.2% | +30.8% | -3.3% |
| YTD | +11.3% | -41.3% | +52.6% | +11.5% |
| 1Y | +20.2% | -39.7% | +59.9% | +20.5% |
| 3Y | +79.8% | -7.8% | +87.6% | +76.8% |
| All | +71.9% | -23.0% | +94.9% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling