+30.9%
OWL vs AON
+53.0%
-22.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | -10.1% | -6.3% | -3.8% | -7.9% |
| 30D | -11.9% | -14.1% | +2.2% | -7.2% |
| 3M | +10.7% | -9.5% | +20.2% | +13.8% |
| 6M | +22.1% | -4.0% | +26.1% | +22.0% |
| YTD | -24.8% | -13.8% | -11.0% | -21.7% |
| 1Y | -39.2% | -18.3% | -20.9% | -35.3% |
| 3Y | +1.7% | -7.2% | +8.9% | +0.9% |
| 5Y | -15.5% | +7.3% | -22.8% | -24.3% |
| All | +30.9% | +53.0% | -22.1% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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