-39.5%
OWL vs AEIS
+76.3%
-115.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.2% | -3.5% |
| 7D | -11.9% | -0.2% | -11.7% | -11.9% |
| 30D | -13.7% | -16.4% | +2.7% | -12.2% |
| 3M | +12.3% | -11.1% | +23.4% | +11.5% |
| 6M | +15.0% | -12.0% | +27.0% | +11.7% |
| YTD | -25.7% | +30.9% | -56.6% | -35.0% |
| 1Y | -39.5% | +74.3% | -113.8% | -51.9% |
| All | -39.5% | +76.3% | -115.8% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling