+30.9%
OWL vs AEIS
+194.4%
-163.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | -0.5% |
| 7D | -10.1% | +2.3% | -12.4% | -10.9% |
| 30D | -11.9% | -14.8% | +2.9% | -7.5% |
| 3M | +10.7% | -15.6% | +26.3% | +13.7% |
| 6M | +22.1% | -8.7% | +30.8% | +17.8% |
| YTD | -24.8% | +37.3% | -62.1% | -40.4% |
| 1Y | -39.2% | +80.3% | -119.5% | -58.1% |
| 3Y | +1.7% | +177.9% | -176.2% | -45.0% |
| 5Y | -15.5% | +235.8% | -251.3% | -58.6% |
| All | +30.9% | +194.4% | -163.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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