+95.6%
AEP vs OTIS
+93.9%
+1.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.2% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | +0.5% | -4.7% | +5.3% | +1.8% |
| 3M | -0.3% | +1.2% | -1.5% | -0.8% |
| 6M | -3.5% | -20.5% | +17.0% | +2.5% |
| YTD | +11.3% | -18.4% | +29.7% | +17.1% |
| 1Y | +20.2% | -18.1% | +38.3% | +26.3% |
| 3Y | +79.8% | -10.6% | +90.3% | +82.2% |
| 5Y | +65.6% | -16.1% | +81.6% | +67.4% |
| All | +95.6% | +93.9% | +1.6% | +62.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling