+52.4%
OMC vs AEE
+56.4%
-4.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +1.9% | +1.7% | +0.2% | +1.3% |
| 30D | +12.2% | +9.7% | +2.5% | +9.2% |
| 3M | +0.6% | +5.9% | -5.3% | -1.1% |
| 6M | +21.0% | +6.7% | +14.3% | +18.5% |
| YTD | +12.4% | +17.4% | -5.0% | +6.8% |
| 1Y | +25.4% | +12.7% | +12.8% | +20.6% |
| 3Y | +29.2% | +68.2% | -39.0% | +10.4% |
| All | +52.4% | +56.4% | -4.0% | +32.8% |
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