+493.7%
AEM vs OTIS
+91.3%
+402.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.5% |
| 7D | -2.1% | -3.0% | +0.8% | -1.5% |
| 30D | +8.4% | -6.0% | +14.5% | +9.8% |
| 3M | +27.3% | -0.9% | +28.2% | +27.3% |
| 6M | -9.7% | -17.3% | +7.7% | -6.4% |
| YTD | +19.0% | -19.6% | +38.5% | +23.7% |
| 1Y | +31.5% | -21.0% | +52.5% | +37.0% |
| 3Y | +338.7% | -12.1% | +350.8% | +346.9% |
| 5Y | +307.4% | -17.1% | +324.5% | +311.0% |
| All | +493.7% | +91.3% | +402.4% | +489.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling