+0.5%
OWL vs AEE
+46.3%
-45.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.8% |
| 7D | -11.9% | -0.7% | -11.2% | -11.8% |
| 30D | -13.7% | -2.0% | -11.7% | -13.5% |
| 3M | +12.3% | -2.8% | +15.1% | +12.5% |
| 6M | +15.0% | -3.6% | +18.6% | +15.3% |
| YTD | -25.7% | +7.3% | -33.0% | -27.2% |
| 1Y | -39.5% | +8.7% | -48.2% | -40.8% |
| All | +0.5% | +46.3% | -45.8% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling