+70.7%
AEP vs ONTO
+688.0%
-617.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +0.9% | +9.4% | -8.5% | +0.6% |
| 30D | +1.5% | -4.4% | +5.9% | +1.6% |
| 3M | -1.7% | +1.6% | -3.3% | -2.1% |
| 6M | -4.0% | +45.3% | -49.3% | -5.7% |
| YTD | +10.6% | +76.4% | -65.8% | +7.8% |
| 1Y | +18.6% | +167.2% | -148.5% | +13.9% |
| 3Y | +78.7% | +116.6% | -37.9% | +65.4% |
| 5Y | +65.1% | +263.7% | -198.6% | +39.3% |
| All | +70.7% | +688.0% | -617.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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