+87.4%
AEP vs OWL
+32.0%
+55.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +0.9% |
| 7D | +2.0% | -3.9% | +5.9% | +2.1% |
| 30D | +0.5% | -3.7% | +4.2% | +0.6% |
| 3M | -0.3% | +21.4% | -21.7% | -0.9% |
| 6M | -3.5% | +18.3% | -21.8% | -4.1% |
| YTD | +11.3% | -20.1% | +31.4% | +11.9% |
| 1Y | +20.2% | -32.8% | +53.0% | +21.6% |
| 3Y | +79.8% | +8.6% | +71.2% | +73.4% |
| 5Y | +65.6% | -4.5% | +70.0% | +56.7% |
| All | +87.4% | +32.0% | +55.4% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling