+15.5%
OWL vs AON
-10.4%
+25.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.9% |
| 7D | -6.4% | -7.9% | +1.5% | -5.9% |
| 30D | -5.0% | -14.6% | +9.7% | -4.2% |
| 3M | +15.4% | -7.9% | +23.3% | +15.1% |
| 6M | +15.5% | -8.0% | +23.5% | +15.2% |
| All | +15.5% | -10.4% | +25.8% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling