+96.9%
AEP vs OSCR
-9.5%
+106.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.0% |
| 7D | -1.0% | +1.1% | -2.0% | -1.0% |
| 30D | -0.1% | +16.5% | -16.6% | -0.5% |
| 3M | -3.2% | +17.0% | -20.2% | -3.7% |
| 6M | -5.3% | +145.0% | -150.3% | -7.7% |
| YTD | +9.5% | +126.7% | -117.2% | +6.8% |
| 1Y | +17.5% | +67.2% | -49.7% | +15.2% |
| 3Y | +77.0% | +405.1% | -328.1% | +65.2% |
| 5Y | +66.4% | +86.2% | -19.8% | +53.5% |
| All | +96.9% | -9.5% | +106.4% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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