+31.1%
OMC vs AEIS
+562.2%
-531.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.5% |
| 7D | -4.4% | +2.3% | -6.6% | -4.9% |
| 30D | -7.6% | -14.8% | +7.2% | -5.0% |
| 3M | +4.5% | -15.6% | +20.1% | +5.7% |
| 6M | -0.3% | -8.7% | +8.4% | -2.4% |
| YTD | -0.1% | +37.3% | -37.5% | -12.5% |
| 1Y | +4.6% | +80.3% | -75.7% | -15.7% |
| 3Y | +10.5% | +177.9% | -167.5% | -23.4% |
| 5Y | +31.7% | +235.8% | -204.1% | -14.9% |
| All | +31.1% | +562.2% | -531.1% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling