+67.2%
AEP vs OTIS
-17.8%
+84.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | -0.9% | -3.0% | +2.0% | -0.1% |
| 30D | -1.1% | -6.0% | +5.0% | +0.7% |
| 3M | -3.3% | -0.9% | -2.4% | -3.2% |
| 6M | -4.6% | -17.3% | +12.7% | +0.6% |
| YTD | +9.4% | -19.6% | +29.0% | +16.1% |
| 1Y | +16.9% | -21.0% | +38.0% | +24.7% |
| 3Y | +76.6% | -12.1% | +88.7% | +78.7% |
| All | +67.2% | -17.8% | +84.9% | +64.1% |
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