+523.3%
ON vs AEP
+207.1%
+316.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +12.2% | +2.9% | +9.4% | +11.8% |
| 30D | -3.1% | +3.2% | -6.3% | -3.6% |
| 3M | -12.9% | +3.8% | -16.7% | -13.4% |
| 6M | -38.6% | +2.5% | -41.1% | -39.0% |
| YTD | +31.2% | +15.5% | +15.8% | +27.2% |
| 1Y | +47.6% | +9.6% | +38.0% | +44.5% |
| 3Y | +6.6% | +91.2% | -84.5% | -10.2% |
| 5Y | +21.3% | +88.2% | -66.9% | +3.1% |
| All | +523.3% | +207.1% | +316.2% | +423.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling