+69.1%
OTIS vs AEIS
+730.0%
-660.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.2% | +1.0% |
| 7D | -3.0% | +2.3% | -5.2% | -3.3% |
| 30D | -6.0% | -14.8% | +8.8% | -4.0% |
| 3M | -0.9% | -15.6% | +14.7% | +0.3% |
| 6M | -17.3% | -8.7% | -8.6% | -18.3% |
| YTD | -19.6% | +37.3% | -56.9% | -26.8% |
| 1Y | -21.0% | +80.3% | -101.4% | -32.5% |
| 3Y | -12.1% | +177.9% | -190.0% | -33.6% |
| 5Y | -17.1% | +235.8% | -252.9% | -40.8% |
| All | +69.1% | +730.0% | -660.9% | +2.9% |
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