+77.8%
AEP vs ONTO
+493.5%
-415.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | +2.5% | +34.4% | -31.9% | +1.6% |
| 30D | +3.4% | -20.4% | +23.8% | +3.8% |
| 3M | +4.2% | -37.8% | +42.1% | +5.3% |
| 6M | -0.8% | -24.6% | +23.8% | -0.7% |
| YTD | +15.2% | +32.8% | -17.6% | +13.0% |
| 1Y | +8.3% | +54.7% | -46.4% | +5.6% |
| 3Y | +84.2% | +54.7% | +29.5% | +72.6% |
| 5Y | +87.8% | +134.0% | -46.2% | +63.2% |
| All | +77.8% | +493.5% | -415.6% | +18.1% |
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