+638.4%
AEP vs OVV
+146.7%
+491.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | -2.8% | -16.7% | +13.8% | -1.4% |
| 30D | +3.6% | -1.5% | +5.1% | +3.7% |
| 3M | +1.8% | +1.6% | +0.2% | +1.5% |
| 6M | -3.1% | +2.0% | -5.2% | -3.6% |
| YTD | +12.2% | +56.8% | -44.6% | +7.4% |
| 1Y | +9.1% | +64.8% | -55.7% | +3.9% |
| 3Y | +77.9% | +38.3% | +39.6% | +69.7% |
| 5Y | +78.1% | +84.9% | -6.8% | +61.4% |
| 10Y | +187.8% | +54.5% | +133.3% | +131.7% |
| All | +638.4% | +146.7% | +491.7% | +217.8% |
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