+127.0%
AEHR vs OUST
-53.0%
+180.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.5% | +1.9% | -3.3% |
| 7D | +6.4% | -3.8% | +10.1% | +8.2% |
| 30D | -20.3% | +5.1% | -25.3% | -21.2% |
| 3M | -53.8% | -25.8% | -28.0% | -47.5% |
| 6M | -44.8% | -2.0% | -42.8% | -42.9% |
| YTD | +182.2% | +54.7% | +127.5% | +149.6% |
| 1Y | +174.7% | +48.8% | +125.9% | +145.7% |
| 3Y | +143.5% | +607.8% | -464.3% | +6.5% |
| All | +127.0% | -53.0% | +180.1% | +336.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling