-13.6%
OTIS vs AEE
+46.3%
-60.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -5.0% | -0.7% | -4.4% | -4.8% |
| 30D | -6.5% | -2.0% | -4.5% | -5.9% |
| 3M | -2.0% | -2.8% | +0.9% | -1.1% |
| 6M | -20.2% | -3.6% | -16.6% | -19.3% |
| YTD | -21.0% | +7.3% | -28.3% | -22.7% |
| 1Y | -20.9% | +8.7% | -29.6% | -23.0% |
| All | -13.6% | +46.3% | -60.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling