+9.5%
OMC vs AEIS
+172.0%
-162.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.4% |
| 7D | -4.2% | +6.5% | -10.7% | -4.7% |
| 30D | -7.5% | -9.2% | +1.7% | -6.9% |
| 3M | +4.6% | -8.3% | +13.0% | +4.0% |
| 6M | -4.8% | -6.3% | +1.5% | -7.0% |
| YTD | -1.0% | +36.5% | -37.5% | -10.7% |
| 1Y | +3.8% | +84.8% | -80.9% | -14.0% |
| All | +9.5% | +172.0% | -162.6% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling