+45.8%
ON vs AEE
+9.0%
+36.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.6% |
| 7D | -4.7% | -0.7% | -4.1% | -4.9% |
| 30D | -13.5% | -2.0% | -11.5% | -14.1% |
| 3M | -36.3% | -2.8% | -33.5% | -37.8% |
| 6M | +17.8% | -3.6% | +21.3% | +15.3% |
| YTD | +29.6% | +7.3% | +22.3% | +29.3% |
| 1Y | +45.8% | +8.7% | +37.1% | +50.6% |
| All | +45.8% | +9.0% | +36.8% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling