+154.9%
OVV vs AEE
+665.7%
-510.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.6% |
| 7D | -10.7% | +2.3% | -13.1% | -11.9% |
| 30D | -5.3% | +11.6% | -16.9% | -10.7% |
| 3M | +2.4% | +5.5% | -3.1% | -0.8% |
| 6M | +5.7% | +6.0% | -0.4% | +1.5% |
| YTD | +56.8% | +16.6% | +40.2% | +42.6% |
| 1Y | +59.3% | +12.1% | +47.2% | +47.9% |
| 3Y | +49.0% | +64.2% | -15.2% | +9.7% |
| 5Y | +88.1% | +59.1% | +29.0% | +38.9% |
| 10Y | +42.5% | +210.2% | -167.7% | -32.1% |
| All | +154.9% | +665.7% | -510.8% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling