+169.3%
AEP vs OVV
+54.2%
+115.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.8% |
| 7D | +2.0% | -3.7% | +5.7% | +2.1% |
| 30D | +0.5% | +8.0% | -7.5% | +0.3% |
| 3M | -0.3% | +11.3% | -11.6% | -0.6% |
| 6M | -3.5% | +24.0% | -27.5% | -4.1% |
| YTD | +11.3% | +65.3% | -54.1% | +9.6% |
| 1Y | +20.2% | +60.2% | -39.9% | +18.5% |
| 3Y | +79.8% | +46.9% | +32.8% | +76.8% |
| 5Y | +65.6% | +158.7% | -93.2% | +60.1% |
| 10Y | +169.3% | +50.8% | +118.5% | +126.7% |
| All | +169.3% | +54.2% | +115.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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