+5,808.2%
AEHR vs OUST
-62.4%
+5,870.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.7% | +11.4% | +12.5% |
| 7D | +6.7% | +5.2% | +1.5% | +4.9% |
| 30D | -12.7% | -19.3% | +6.6% | -5.3% |
| 3M | -26.0% | -22.6% | -3.4% | -18.5% |
| 6M | +102.2% | +62.8% | +39.4% | +77.0% |
| YTD | +327.2% | +68.3% | +258.9% | +269.3% |
| 1Y | +228.1% | +28.5% | +199.6% | +202.9% |
| 3Y | +67.0% | +554.0% | -487.0% | -19.3% |
| 5Y | +928.1% | -56.2% | +984.3% | +793.7% |
| All | +5,808.2% | -62.4% | +5,870.7% | +5,358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling