+66.4%
AEP vs OWL
-15.5%
+81.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.8% |
| 7D | -1.0% | -11.9% | +10.9% | -0.6% |
| 30D | -0.1% | -13.7% | +13.6% | +0.4% |
| 3M | -3.2% | +12.3% | -15.5% | -3.7% |
| 6M | -5.3% | +15.0% | -20.3% | -6.0% |
| YTD | +9.5% | -25.7% | +35.3% | +10.7% |
| 1Y | +17.5% | -39.5% | +57.0% | +19.9% |
| 3Y | +77.0% | +0.9% | +76.1% | +67.7% |
| 5Y | +66.4% | -16.5% | +82.9% | +54.1% |
| All | +66.4% | -15.5% | +81.9% | +54.1% |
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 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