-27.4%
ON vs AEP
+80.6%
-108.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.3% |
| 7D | -2.2% | +2.0% | -4.2% | -1.8% |
| 30D | -12.4% | +0.5% | -12.9% | -12.3% |
| 3M | -41.2% | -0.3% | -40.9% | -41.4% |
| 6M | +25.0% | -3.5% | +28.5% | +24.0% |
| YTD | +31.3% | +11.3% | +20.0% | +33.4% |
| 1Y | +45.4% | +20.2% | +25.2% | +49.5% |
| 3Y | -27.4% | +79.8% | -107.2% | -29.3% |
| All | -27.4% | +80.6% | -108.0% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling