+639.3%
OMC vs AEE
+822.6%
-183.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | -5.8% | +1.3% | -7.1% | -6.3% |
| 30D | -4.8% | -1.2% | -3.6% | -4.3% |
| 3M | +9.2% | +1.0% | +8.2% | +8.6% |
| 6M | -2.5% | -2.3% | -0.2% | -1.9% |
| YTD | +2.6% | +9.1% | -6.6% | -1.8% |
| 1Y | +5.9% | +10.6% | -4.6% | +0.9% |
| 3Y | +14.2% | +48.5% | -34.3% | -5.9% |
| 5Y | +33.2% | +39.9% | -6.6% | +11.0% |
| 10Y | +33.4% | +185.7% | -152.3% | -22.3% |
| All | +639.3% | +822.6% | -183.4% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling