+500.2%
AEM vs OTIS
+91.8%
+408.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.6% |
| 7D | +3.0% | -2.2% | +5.2% | +3.5% |
| 30D | +12.5% | -4.3% | +16.8% | +13.5% |
| 3M | +26.9% | -2.2% | +29.1% | +27.3% |
| 6M | -9.4% | -19.9% | +10.5% | -5.6% |
| YTD | +20.3% | -19.3% | +39.6% | +25.0% |
| 1Y | +33.8% | -19.6% | +53.3% | +38.9% |
| 3Y | +349.8% | -11.5% | +361.3% | +357.7% |
| 5Y | +301.0% | -16.8% | +317.8% | +304.3% |
| All | +500.2% | +91.8% | +408.4% | +496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling