+34.6%
OWL vs ACI
+19.0%
+15.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.1% |
| 7D | -6.4% | -5.0% | -1.3% | -6.1% |
| 30D | -5.0% | -2.3% | -2.7% | -4.8% |
| 3M | +15.4% | -23.2% | +38.6% | +16.9% |
| 6M | +15.5% | -29.5% | +45.0% | +17.6% |
| YTD | -22.7% | -28.6% | +5.9% | -21.5% |
| 1Y | -34.1% | -34.0% | 0.0% | -32.7% |
| 3Y | +5.1% | -45.0% | +50.0% | +8.1% |
| 5Y | -11.5% | -44.0% | +32.5% | -9.6% |
| All | +34.6% | +19.0% | +15.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling