-11.8%
OTIS vs AEIS
+172.0%
-183.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -2.2% | +6.5% | -8.6% | -2.6% |
| 30D | -4.3% | -9.2% | +4.9% | -3.8% |
| 3M | -2.2% | -8.3% | +6.2% | -2.5% |
| 6M | -19.9% | -6.3% | -13.6% | -20.8% |
| YTD | -19.3% | +36.5% | -55.8% | -24.3% |
| 1Y | -19.6% | +84.8% | -104.3% | -28.4% |
| All | -11.8% | +172.0% | -183.9% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling