+7.3%
AON vs OTIS
-17.8%
+25.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -2.3% |
| 7D | -6.3% | -3.0% | -3.4% | -5.2% |
| 30D | -14.1% | -6.0% | -8.1% | -12.0% |
| 3M | -9.5% | -0.9% | -8.6% | -9.2% |
| 6M | -4.0% | -17.3% | +13.3% | +2.9% |
| YTD | -13.8% | -19.6% | +5.8% | -6.7% |
| 1Y | -18.3% | -21.0% | +2.7% | -11.0% |
| 3Y | -7.2% | -12.1% | +4.9% | -7.1% |
| All | +7.3% | -17.8% | +25.0% | +5.2% |
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