-21.0%
OTIS vs AEIS
+81.9%
-102.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.2% | +1.8% |
| 7D | -3.0% | +2.3% | -5.2% | -3.0% |
| 30D | -6.0% | -14.8% | +8.8% | -6.0% |
| 3M | -0.9% | -15.6% | +14.7% | -0.8% |
| 6M | -17.3% | -8.7% | -8.6% | -17.4% |
| YTD | -19.6% | +37.3% | -56.9% | -19.8% |
| 1Y | -21.0% | +80.3% | -101.4% | -22.0% |
| All | -21.0% | +81.9% | -102.9% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling