+71.4%
OTIS vs AIG
+372.0%
-300.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -4.7% | -5.2% | +0.5% | -3.1% |
| 3M | +1.2% | +1.5% | -0.2% | +0.7% |
| 6M | -20.5% | -3.9% | -16.6% | -19.7% |
| YTD | -18.4% | -11.6% | -6.8% | -15.6% |
| 1Y | -18.1% | -2.9% | -15.2% | -18.0% |
| 3Y | -10.6% | +33.7% | -44.3% | -19.1% |
| 5Y | -16.1% | +52.7% | -68.7% | -27.9% |
| All | +71.4% | +372.0% | -300.6% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling