-5.8%
OSCR vs AEIS
+171.6%
-177.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | -1.2% |
| 7D | +1.6% | +2.3% | -0.6% | +0.7% |
| 30D | +10.7% | -14.8% | +25.5% | +16.2% |
| 3M | +13.4% | -15.6% | +28.9% | +15.5% |
| 6M | +144.6% | -8.7% | +153.3% | +133.8% |
| YTD | +128.0% | +37.3% | +90.7% | +78.6% |
| 1Y | +68.7% | +80.3% | -11.7% | +14.9% |
| 3Y | +398.8% | +177.9% | +220.8% | +155.0% |
| 5Y | +87.3% | +235.8% | -148.6% | -17.5% |
| All | -5.8% | +171.6% | -177.5% | -58.5% |
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