+18.7%
AEM vs OTIS
-9.8%
+28.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.9% | +5.8% | +8.8% |
| 7D | +0.2% | +9.5% | -9.3% | -1.3% |
| 30D | +0.1% | +21.1% | -21.0% | -3.9% |
| 3M | +22.1% | +9.0% | +13.1% | +20.1% |
| 6M | +2.4% | +6.4% | -4.0% | +1.1% |
| YTD | +8.9% | -7.1% | +16.0% | +8.0% |
| 1Y | +18.7% | -10.1% | +28.8% | +17.9% |
| All | +18.7% | -9.8% | +28.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling