+3,569.2%
AEHR vs OUST
-64.1%
+3,633.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +14.0% | -5.0% | +4.0% |
| 7D | -2.4% | +17.0% | -19.4% | -7.9% |
| 30D | -40.1% | -16.5% | -23.6% | -35.8% |
| 3M | -46.3% | -23.7% | -22.6% | -40.3% |
| 6M | -44.6% | +18.4% | -63.0% | -46.6% |
| YTD | +165.3% | +60.8% | +104.5% | +134.3% |
| 1Y | +126.1% | +44.2% | +81.9% | +106.2% |
| 3Y | +132.2% | +668.1% | -535.9% | +8.8% |
| 5Y | +108.3% | -48.8% | +157.1% | +80.0% |
| All | +3,569.2% | -64.1% | +3,633.3% | +3,363.3% |
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