+178.6%
AEM vs OUST
-60.2%
+238.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.8% | -6.0% | +4.2% |
| 7D | +17.8% | +36.7% | -18.8% | +15.8% |
| 30D | +6.2% | -3.3% | +9.6% | +6.1% |
| 3M | +12.5% | -11.1% | +23.7% | +12.7% |
| 6M | +4.4% | +53.1% | -48.6% | +1.1% |
| YTD | +19.2% | +78.2% | -59.0% | +14.3% |
| 1Y | +25.5% | +50.0% | -24.5% | +20.9% |
| 3Y | +346.4% | +836.2% | -489.7% | +284.9% |
| 5Y | +305.7% | -50.0% | +355.6% | +268.5% |
| All | +178.6% | -60.2% | +238.8% | +161.7% |
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