+71.4%
OTIS vs AEIS
+734.3%
-662.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.0% |
| 7D | -0.8% | +8.1% | -8.9% | -1.9% |
| 30D | -4.7% | -11.1% | +6.4% | -3.3% |
| 3M | +1.2% | -5.6% | +6.9% | +0.4% |
| 6M | -20.5% | -0.6% | -19.9% | -22.6% |
| YTD | -18.4% | +38.0% | -56.5% | -25.8% |
| 1Y | -18.1% | +87.2% | -105.3% | -30.5% |
| 3Y | -10.6% | +179.7% | -190.2% | -32.5% |
| 5Y | -16.1% | +241.7% | -257.8% | -40.2% |
| All | +71.4% | +734.3% | -662.8% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling