+78.6%
AEP vs OWL
+3.8%
+74.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.7% |
| 7D | +0.9% | -6.4% | +7.3% | +0.7% |
| 30D | +1.5% | -5.0% | +6.5% | +1.4% |
| 3M | -1.7% | +15.4% | -17.1% | -1.3% |
| 6M | -4.0% | +15.5% | -19.5% | -3.6% |
| YTD | +10.6% | -22.7% | +33.3% | +10.2% |
| 1Y | +18.6% | -34.1% | +52.7% | +17.9% |
| All | +78.6% | +3.8% | +74.8% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling