-7.2%
AON vs OTIS
-12.3%
+5.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -2.1% |
| 7D | -6.3% | -3.0% | -3.4% | -5.6% |
| 30D | -14.1% | -6.0% | -8.1% | -12.7% |
| 3M | -9.5% | -0.9% | -8.6% | -9.2% |
| 6M | -4.0% | -17.3% | +13.3% | +0.6% |
| YTD | -13.8% | -19.6% | +5.8% | -9.1% |
| 1Y | -18.3% | -21.0% | +2.7% | -13.4% |
| 3Y | -7.2% | -12.1% | +4.9% | -7.3% |
| All | -7.2% | -12.3% | +5.1% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling