+69.1%
OTIS vs AIG
+376.1%
-307.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.0% | -1.2% | -1.8% | -2.6% |
| 30D | -6.0% | -1.1% | -5.0% | -5.7% |
| 3M | -0.9% | +0.7% | -1.5% | -1.2% |
| 6M | -17.3% | -2.2% | -15.2% | -16.9% |
| YTD | -19.6% | -10.8% | -8.7% | -17.0% |
| 1Y | -21.0% | -2.0% | -19.0% | -21.1% |
| 3Y | -12.1% | +34.8% | -46.9% | -20.7% |
| 5Y | -17.1% | +55.0% | -72.1% | -29.0% |
| All | +69.1% | +376.1% | -307.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling