+30.2%
OMC vs AEE
+38.7%
-8.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | -7.6% | -2.9% | -4.7% | -6.8% |
| 3M | +4.5% | -2.4% | +6.9% | +5.2% |
| 6M | -0.3% | -2.7% | +2.5% | +0.3% |
| YTD | -0.1% | +7.3% | -7.4% | -2.5% |
| 1Y | +4.6% | +7.5% | -2.9% | +2.1% |
| 3Y | +10.5% | +46.2% | -35.7% | -1.5% |
| All | +30.2% | +38.7% | -8.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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