+84.3%
AEP vs OWL
+24.2%
+60.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.1% |
| 7D | -0.9% | -10.1% | +9.2% | -0.7% |
| 30D | -1.1% | -11.9% | +10.9% | -0.8% |
| 3M | -3.3% | +10.7% | -14.0% | -3.6% |
| 6M | -4.6% | +22.1% | -26.8% | -5.3% |
| YTD | +9.4% | -24.8% | +34.2% | +10.2% |
| 1Y | +16.9% | -39.2% | +56.1% | +18.7% |
| 3Y | +76.6% | +1.7% | +74.9% | +70.7% |
| 5Y | +66.2% | -15.5% | +81.7% | +57.4% |
| All | +84.3% | +24.2% | +60.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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