-16.8%
OTIS vs ACI
-43.7%
+26.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -2.2% | -5.0% | +2.9% | -1.5% |
| 30D | -4.3% | -2.3% | -2.0% | -4.1% |
| 3M | -2.2% | -23.2% | +21.0% | +0.6% |
| 6M | -19.9% | -29.5% | +9.6% | -16.8% |
| YTD | -19.3% | -28.6% | +9.3% | -16.5% |
| 1Y | -19.6% | -34.0% | +14.5% | -15.9% |
| 3Y | -11.5% | -45.0% | +33.4% | -5.4% |
| 5Y | -16.8% | -44.0% | +27.2% | -13.6% |
| All | -16.8% | -43.7% | +26.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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