+626.5%
AEP vs OVV
+162.8%
+463.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | 0.0% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | -0.8% | +11.7% | -12.5% | -1.8% |
| 3M | -1.8% | +9.8% | -11.6% | -2.8% |
| 6M | -5.4% | +26.6% | -31.9% | -7.5% |
| YTD | +10.4% | +67.0% | -56.6% | +5.3% |
| 1Y | +18.2% | +55.9% | -37.8% | +13.1% |
| 3Y | +79.0% | +45.5% | +33.5% | +70.0% |
| 5Y | +64.8% | +157.3% | -92.5% | +44.9% |
| 10Y | +170.8% | +65.0% | +105.8% | +116.1% |
| All | +626.5% | +162.8% | +463.7% | +211.4% |
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