+23.6%
OWL vs AEIS
+125.2%
-101.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.3% |
| 7D | +1.5% | +11.5% | -10.0% | -2.1% |
| 30D | +13.4% | -15.8% | +29.2% | +17.9% |
| 3M | -21.2% | -33.3% | +12.1% | -12.2% |
| 6M | +4.0% | -35.2% | +39.2% | +13.2% |
| YTD | -29.0% | +5.0% | -34.0% | -39.8% |
| 1Y | -28.4% | +8.5% | -36.9% | -40.3% |
| 3Y | -14.5% | +152.9% | -167.4% | -54.0% |
| 5Y | -21.5% | +144.6% | -166.1% | -58.5% |
| All | +23.6% | +125.2% | -101.6% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling