+119.6%
AON vs OTIS
+93.9%
+25.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.7% |
| 7D | -3.2% | -0.8% | -2.5% | -3.0% |
| 30D | -11.9% | -4.7% | -7.1% | -10.5% |
| 3M | -2.9% | +1.2% | -4.1% | -3.3% |
| 6M | -6.8% | -20.5% | +13.7% | -0.1% |
| YTD | -10.1% | -18.4% | +8.4% | -4.5% |
| 1Y | -14.2% | -18.1% | +3.9% | -9.1% |
| 3Y | -3.3% | -10.6% | +7.3% | -2.0% |
| 5Y | +13.6% | -16.1% | +29.7% | +14.0% |
| All | +119.6% | +93.9% | +25.7% | +92.7% |
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 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