+39.1%
OWL vs AEIS
+195.9%
-156.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.5% |
| 7D | -3.9% | +8.1% | -12.1% | -6.6% |
| 30D | -3.7% | -11.1% | +7.5% | -0.4% |
| 3M | +21.4% | -5.6% | +27.0% | +19.2% |
| 6M | +18.3% | -0.6% | +19.0% | +9.9% |
| YTD | -20.1% | +38.0% | -58.1% | -36.7% |
| 1Y | -32.8% | +87.2% | -120.0% | -54.5% |
| 3Y | +8.6% | +179.7% | -171.1% | -41.4% |
| 5Y | -4.5% | +241.7% | -246.2% | -53.3% |
| All | +39.1% | +195.9% | -156.8% | -29.0% |
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