+80.5%
AEP vs OVV
+84.0%
-3.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.2% |
| 7D | -2.8% | -16.7% | +13.8% | -2.1% |
| 30D | +3.6% | -1.5% | +5.1% | +3.7% |
| 3M | +1.8% | +1.6% | +0.2% | +1.6% |
| 6M | -3.1% | +2.0% | -5.2% | -3.4% |
| YTD | +12.2% | +56.8% | -44.6% | +9.6% |
| 1Y | +9.1% | +64.8% | -55.7% | +6.2% |
| 3Y | +77.9% | +38.3% | +39.6% | +73.2% |
| All | +80.5% | +84.0% | -3.5% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling