+70.5%
AEP vs ONTO
+658.6%
-588.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.3% | -0.3% |
| 7D | +1.8% | -1.0% | +2.8% | +1.8% |
| 30D | -0.8% | -2.9% | +2.1% | -0.8% |
| 3M | -1.8% | -2.5% | +0.6% | -2.2% |
| 6M | -5.4% | +28.2% | -33.6% | -6.7% |
| YTD | +10.4% | +69.8% | -59.3% | +7.8% |
| 1Y | +18.2% | +162.9% | -144.7% | +13.4% |
| 3Y | +79.0% | +95.9% | -17.0% | +66.8% |
| 5Y | +64.8% | +244.5% | -179.6% | +39.6% |
| All | +70.5% | +658.6% | -588.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling