+67.8%
AEHR vs OUST
+554.0%
-486.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.7% | +11.4% | +12.4% |
| 7D | +6.7% | +5.2% | +1.5% | +4.6% |
| 30D | -12.7% | -19.3% | +6.6% | -3.8% |
| 3M | -26.0% | -22.6% | -3.4% | -17.5% |
| 6M | +102.2% | +62.8% | +39.4% | +72.7% |
| YTD | +327.2% | +68.3% | +258.9% | +259.3% |
| 1Y | +228.1% | +28.5% | +199.6% | +196.1% |
| All | +67.8% | +554.0% | -486.3% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling