+1,792.0%
OMC vs AEIS
+2,641.0%
-849.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.2% |
| 7D | -5.8% | +8.1% | -13.9% | -7.0% |
| 30D | -4.8% | -11.1% | +6.3% | -3.3% |
| 3M | +9.2% | -5.6% | +14.9% | +8.3% |
| 6M | -2.5% | -0.6% | -1.8% | -5.1% |
| YTD | +2.6% | +38.0% | -35.5% | -6.1% |
| 1Y | +5.9% | +87.2% | -81.3% | -8.6% |
| 3Y | +14.2% | +179.7% | -165.5% | -9.7% |
| 5Y | +33.2% | +241.7% | -208.5% | +0.8% |
| 10Y | +33.4% | +547.2% | -513.8% | -14.0% |
| All | +1,792.0% | +2,641.0% | -849.1% | +626.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling