+39.1%
OWL vs AEE
+61.1%
-22.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.8% | -4.6% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | -3.7% | -1.9% | -1.7% | -3.2% |
| 3M | +21.4% | +0.3% | +21.1% | +21.0% |
| 6M | +18.3% | -3.0% | +21.3% | +18.8% |
| YTD | -20.1% | +8.4% | -28.5% | -22.7% |
| 1Y | -32.8% | +9.8% | -42.6% | -35.2% |
| 3Y | +8.6% | +47.4% | -38.9% | -4.8% |
| 5Y | -4.5% | +38.9% | -43.3% | -14.7% |
| All | +39.1% | +61.1% | -22.0% | +29.2% |
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