-21.7%
ONON vs AEE
+42.0%
-63.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -11.6% | -2.9% | -8.7% | -11.2% |
| 3M | -30.1% | -2.4% | -27.7% | -29.8% |
| 6M | -30.5% | -2.7% | -27.8% | -30.3% |
| YTD | -41.0% | +7.3% | -48.3% | -41.8% |
| 1Y | -36.7% | +7.5% | -44.2% | -37.6% |
| 3Y | -8.6% | +46.2% | -54.8% | -17.8% |
| All | -21.7% | +42.0% | -63.7% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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