+209.9%
ON vs AEP
+959.9%
-750.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +2.4% | +1.8% | +0.6% | +1.8% |
| 30D | -3.3% | -0.8% | -2.5% | -3.1% |
| 3M | -43.6% | -1.8% | -41.7% | -43.5% |
| 6M | +19.0% | -5.4% | +24.3% | +20.2% |
| YTD | +37.4% | +10.4% | +26.9% | +31.7% |
| 1Y | +54.8% | +18.2% | +36.6% | +44.5% |
| 3Y | -25.2% | +79.0% | -104.1% | -41.1% |
| 5Y | +62.7% | +64.8% | -2.1% | +30.7% |
| 10Y | +574.3% | +170.8% | +403.5% | +333.8% |
| All | +209.9% | +959.9% | -750.0% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling