+17.5%
AEP vs ONTO
+156.1%
-138.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | -1.0% | +6.5% | -7.5% | -1.0% |
| 30D | -0.1% | -15.9% | +15.8% | 0.0% |
| 3M | -3.2% | -0.2% | -3.1% | -3.5% |
| 6M | -5.3% | +38.7% | -44.0% | -5.8% |
| YTD | +9.5% | +70.4% | -60.8% | +9.1% |
| 1Y | +17.5% | +153.6% | -136.1% | +21.3% |
| All | +17.5% | +156.1% | -138.6% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling