+29.7%
OMC vs AEIS
+238.7%
-209.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -4.2% | +6.5% | -10.7% | -5.2% |
| 30D | -7.5% | -9.2% | +1.7% | -6.4% |
| 3M | +4.6% | -8.3% | +13.0% | +3.8% |
| 6M | -4.8% | -6.3% | +1.5% | -7.7% |
| YTD | -1.0% | +36.5% | -37.5% | -13.9% |
| 1Y | +3.8% | +84.8% | -80.9% | -18.6% |
| 3Y | +10.2% | +176.6% | -166.4% | -27.7% |
| 5Y | +29.7% | +237.1% | -207.4% | -24.3% |
| All | +29.7% | +238.7% | -209.0% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling