+304.9%
AEM vs OTIS
-17.8%
+322.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.4% |
| 7D | -2.1% | -3.0% | +0.8% | -1.3% |
| 30D | +8.4% | -6.0% | +14.5% | +10.3% |
| 3M | +27.3% | -0.9% | +28.2% | +27.3% |
| 6M | -9.7% | -17.3% | +7.7% | -5.1% |
| YTD | +19.0% | -19.6% | +38.5% | +25.5% |
| 1Y | +31.5% | -21.0% | +52.5% | +39.1% |
| 3Y | +338.7% | -12.1% | +350.8% | +345.3% |
| All | +304.9% | -17.8% | +322.6% | +298.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling