+1,946.0%
OMC vs AEIS
+2,072.0%
-126.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -0.3% | +23.2% | -23.5% | -3.6% |
| 30D | +10.6% | -17.0% | +27.6% | +12.8% |
| 3M | +2.6% | -32.2% | +34.8% | +7.3% |
| 6M | +16.6% | -32.6% | +49.2% | +20.0% |
| YTD | +10.9% | +9.4% | +1.5% | +3.9% |
| 1Y | +22.1% | +7.7% | +14.4% | +14.5% |
| 3Y | +27.5% | +157.9% | -130.5% | +0.7% |
| 5Y | +50.6% | +154.8% | -104.1% | +17.9% |
| 10Y | +51.7% | +355.2% | -303.6% | +2.0% |
| All | +1,946.0% | +2,072.0% | -126.0% | +704.7% |
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