+0.6%
OTIS vs AEIS
+142.3%
-141.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.5% |
| 7D | -1.3% | +11.5% | -12.8% | -2.7% |
| 30D | +12.8% | -15.8% | +28.5% | +14.4% |
| 3M | +7.4% | -33.3% | +40.7% | +12.2% |
| 6M | +7.7% | -35.2% | +42.9% | +11.4% |
| YTD | -9.3% | +5.0% | -14.3% | -16.5% |
| 1Y | -12.1% | +8.5% | -20.6% | -19.9% |
| 3Y | +0.6% | +152.9% | -152.3% | -31.0% |
| All | +0.6% | +142.3% | -141.7% | -33.5% |
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 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