+65.6%
AEP vs ONTO
+258.3%
-192.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.1% | +0.8% |
| 7D | +2.0% | +9.7% | -7.6% | +2.1% |
| 30D | +0.5% | -8.8% | +9.3% | +0.4% |
| 3M | -0.3% | +4.5% | -4.8% | -0.2% |
| 6M | -3.5% | +56.4% | -59.9% | -2.8% |
| YTD | +11.3% | +78.1% | -66.8% | +12.3% |
| 1Y | +20.2% | +171.3% | -151.0% | +22.3% |
| 3Y | +79.8% | +118.7% | -38.9% | +77.8% |
| 5Y | +65.6% | +269.4% | -203.8% | +54.8% |
| All | +65.6% | +258.3% | -192.7% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling