+3,980.1%
AEHR vs OUST
-60.6%
+4,040.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -8.5% | +31.9% | -40.4% | -17.3% |
| 30D | -29.6% | -4.2% | -25.4% | -28.1% |
| 3M | -43.9% | -9.3% | -34.6% | -41.1% |
| 6M | -38.7% | +51.7% | -90.4% | -45.2% |
| YTD | +195.0% | +76.6% | +118.4% | +152.4% |
| 1Y | +142.3% | +48.9% | +93.4% | +117.6% |
| 3Y | +143.1% | +675.3% | -532.1% | +13.3% |
| 5Y | +162.7% | -44.0% | +206.7% | +119.8% |
| All | +3,980.1% | -60.6% | +4,040.7% | +3,629.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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