+39.1%
OWL vs AEE
+62.3%
-23.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.8% |
| 7D | -3.9% | +1.3% | -5.3% | -4.3% |
| 30D | -3.7% | -1.2% | -2.4% | -3.4% |
| 3M | +21.4% | +1.0% | +20.4% | +20.7% |
| 6M | +18.3% | -2.3% | +20.6% | +18.6% |
| YTD | -20.1% | +9.1% | -29.2% | -22.8% |
| 1Y | -32.8% | +10.6% | -43.3% | -35.3% |
| 3Y | +8.6% | +48.5% | -39.9% | -5.0% |
| 5Y | -4.5% | +39.9% | -44.3% | -14.9% |
| All | +39.1% | +62.3% | -23.2% | +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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling