-16.8%
OTIS vs AEIS
+233.3%
-250.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -2.2% | +6.5% | -8.6% | -3.1% |
| 30D | -4.3% | -9.2% | +4.9% | -3.2% |
| 3M | -2.2% | -8.3% | +6.2% | -2.6% |
| 6M | -19.9% | -6.3% | -13.6% | -21.4% |
| YTD | -19.3% | +36.5% | -55.8% | -27.6% |
| 1Y | -19.6% | +84.8% | -104.3% | -33.5% |
| 3Y | -11.5% | +176.6% | -188.1% | -37.2% |
| All | -16.8% | +233.3% | -250.1% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling