+648.9%
AEP vs OVV
+146.6%
+502.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | -1.5% | -10.7% | +9.2% | -0.6% |
| 30D | +4.5% | -5.3% | +9.8% | +4.9% |
| 3M | +2.8% | +2.4% | +0.5% | +2.5% |
| 6M | -0.7% | +5.7% | -6.3% | -1.4% |
| YTD | +13.8% | +56.8% | -42.9% | +9.0% |
| 1Y | +9.0% | +59.3% | -50.3% | +4.1% |
| 3Y | +83.0% | +49.0% | +34.0% | +73.4% |
| 5Y | +83.3% | +88.1% | -4.9% | +65.8% |
| 10Y | +194.6% | +42.5% | +152.0% | +140.4% |
| All | +648.9% | +146.6% | +502.2% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling