+34.6%
OWL vs AON
+54.1%
-19.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -1.9% |
| 7D | -6.4% | -7.9% | +1.5% | -3.5% |
| 30D | -5.0% | -14.6% | +9.7% | +0.4% |
| 3M | +15.4% | -7.9% | +23.3% | +17.9% |
| 6M | +15.5% | -8.0% | +23.5% | +17.6% |
| YTD | -22.7% | -13.2% | -9.4% | -19.7% |
| 1Y | -34.1% | -16.4% | -17.6% | -30.5% |
| 3Y | +5.1% | -6.7% | +11.7% | +4.0% |
| 5Y | -11.5% | +8.0% | -19.5% | -20.9% |
| All | +34.6% | +54.1% | -19.4% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling