+147.6%
AEM vs OUST
-65.5%
+213.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +0.5% |
| 7D | -6.8% | -3.8% | -3.1% | -6.7% |
| 30D | +0.8% | +5.1% | -4.2% | +0.4% |
| 3M | -0.8% | -25.8% | +25.0% | +0.2% |
| 6M | -8.5% | -2.0% | -6.5% | -9.4% |
| YTD | +5.9% | +54.7% | -48.8% | +2.3% |
| 1Y | +6.6% | +48.8% | -42.2% | +3.0% |
| 3Y | +302.2% | +607.8% | -305.6% | +251.4% |
| 5Y | +250.8% | -52.7% | +303.5% | +220.5% |
| All | +147.6% | -65.5% | +213.1% | +134.3% |
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 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