+209.9%
ON vs AEE
+825.0%
-615.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -3.3% | -2.3% | -1.0% | -2.3% |
| 3M | -43.6% | +0.2% | -43.8% | -44.4% |
| 6M | +19.0% | -4.7% | +23.7% | +20.1% |
| YTD | +37.4% | +8.1% | +29.3% | +30.5% |
| 1Y | +54.8% | +8.5% | +46.2% | +46.3% |
| 3Y | -25.2% | +48.9% | -74.1% | -41.2% |
| 5Y | +62.7% | +39.9% | +22.8% | +30.3% |
| 10Y | +574.3% | +186.5% | +387.8% | +244.5% |
| All | +209.9% | +825.0% | -615.1% | -10.3% |
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