+190.0%
ON vs AEP
+996.6%
-806.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | -10.2% | +4.9% | -15.1% | -11.6% |
| 3M | -12.7% | +4.9% | -17.6% | -14.1% |
| 6M | -32.5% | -0.3% | -32.3% | -32.9% |
| YTD | +28.6% | +14.3% | +14.3% | +21.9% |
| 1Y | +43.4% | +7.5% | +35.9% | +38.6% |
| 3Y | +3.3% | +82.6% | -79.3% | -19.1% |
| 5Y | +22.5% | +81.5% | -59.0% | -4.7% |
| 10Y | +535.7% | +203.2% | +332.5% | +292.4% |
| All | +190.0% | +996.6% | -806.6% | +24.6% |
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