+56.9%
ON vs AEP
+64.9%
-8.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -1.9% | +0.9% | -2.8% | -1.9% |
| 30D | -11.0% | +1.5% | -12.5% | -11.1% |
| 3M | -39.3% | -1.7% | -37.7% | -39.5% |
| 6M | +19.8% | -4.0% | +23.9% | +19.7% |
| YTD | +31.1% | +10.6% | +20.5% | +28.9% |
| 1Y | +46.0% | +18.6% | +27.4% | +41.9% |
| 3Y | -27.5% | +78.7% | -106.2% | -38.5% |
| 5Y | +56.9% | +65.1% | -8.2% | +34.0% |
| All | +56.9% | +64.9% | -8.0% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling