+86.2%
AEP vs OWL
-21.6%
+107.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.9% | +1.5% | +1.3% | +2.8% |
| 30D | +3.2% | +13.4% | -10.2% | +2.7% |
| 3M | +3.8% | -21.2% | +25.1% | +4.7% |
| 6M | +2.5% | +4.0% | -1.5% | +2.1% |
| YTD | +15.5% | -29.0% | +44.5% | +16.9% |
| 1Y | +9.6% | -28.4% | +38.0% | +10.9% |
| 3Y | +91.2% | -14.5% | +105.7% | +83.6% |
| All | +86.2% | -21.6% | +107.9% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling