-6.4%
OSCR vs AEIS
+158.9%
-165.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +4.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.0% |
| 30D | +16.5% | -16.4% | +32.9% | +23.2% |
| 3M | +17.0% | -11.1% | +28.1% | +16.2% |
| 6M | +145.0% | -12.0% | +157.0% | +137.1% |
| YTD | +126.7% | +30.9% | +95.9% | +80.7% |
| 1Y | +67.2% | +74.3% | -7.1% | +15.1% |
| 3Y | +405.1% | +165.2% | +239.9% | +162.6% |
| 5Y | +86.2% | +220.0% | -133.9% | -16.5% |
| All | -6.4% | +158.9% | -165.2% | -58.0% |
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